Director - Quantitative Risk

 

Organisation

 

An International IB are looking for a Senior Quant to drive a multi-year strategic program of work centered on Margining and Clearing Risk   

 

Role

 

• Development of new Clearing Risk & Margining methodologies

• Development of new suite of stress testing

• Lead the development of adjacent Quanititative initiatives within the program

• Advancement of documentation and documentation methodology across model build and the library

• Interaction with a number of stakeholders both on and offshore

 

Individual

 

• Exemplary academic record of achievement in a Quantitative or STEM discipline

• Extensive experience of quantitative analytics in a Financial Markets related field

• Depth of knowledge across OTC, Derivatives Pricing and Markets Data (historical and reference)

• Depth of knowledge across R or Python and ability to work large datasets

• Ability to work in an AGILE environment with exposure to Confluence and JIRA

• Exposure to Design, Build, Test and Deployment lifecycle desirable

• Impeccable communications both written and verbal

• Ability to work under pressure

• Ability to drive multiple projects simultaneously