Roles and Responsibilities
Youll be joining the Quantitative Analytics (QA) team which is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in equities and equity hybrid derivatives. The team works closely with multiple internal clients including trading, IT and control functions, as well as other QA teams in the firm, such as Rates, FX, Portfolio Analytics, Risk Management.
Do you love an intellectual challenge?
• Oversee algorithmic-based trading systems in real time, applying risk management principles in the design and implementation of new and proprietary quantitative trading strategies, as well as the optimization of existing strategies.
• Answering research question involving market data quality, algorithmic trading efficiency.
• Developing new derivatives models and extending existing functionality within analytics libraries.
• Conduct statistical analysis, deriving practical insights to optimize risk allocations.
• Build statistical models to improve trading execution, including through the research, development and quantitative testing of novel order execution models.
• Frequent interaction with trading and control functions to provide support on modelling and quantitative matters.
• Develop tools to facilitate trading operations, and apply computational methods to optimize existing trading strategies.
• Increase efficiency and enhance the firm's trading activities by reviewing and analyzing statistical information and handling our risk and trade reconciliations.
• Communicate results to collaborative project teams and management
• Able to deliver complex change efficiently when necessary.
• Able to transform requirements into high quality, functional deliveries.
• Actively improving team development processes and mentoring junior engineers.
• Contributing to the team's efforts to produce comprehensive documentation and testing.
Your expertise, skills and experience
• Strong Quantitative/Statistical skills and independent research experience
• Excellent understanding of quantitative finance, modelling and derivative pricing techniques along with practical experience.
• Strong academic background, an advanced degree in science or engineering or Mathematics, Financial Mathematics, Physics or Statistics is required and a PhD qualification will be viewed as an advantage.
• Strong analytical skills and technical background in mathematics, computer science or finance.
• Deep understanding of interest Rates and FX derivative models
• A high level understanding of financial products and markets, especially derivatives.
• Experience in a quantitative risk role, with knowledge of risk modelling and methodologies
• Effective communication skills, ability and willingness to engage the business.
• Ability to communicate complex ideas in a fluent and articulate manner.
• Proficiency in Python programming and an ability to develop within a well-established codebase.
• Good knowledge of C /C#, Python, SQL (SQL Server, Oracle) will be an advantage.
• Understanding of data analysis techniques.
• An understanding of Electronic Markets and automated trading systems, Algo trading background is desirable.
• A track record of delivering robust data pipeline and analysis solutions to production use.
• Experience of modern patterns for continuous delivery of software.
• Ability to coach/mentor junior team members
Perks and Benefits