Responsibilities
:
Some key responsibilities include:
1. Build analytical tools and applications for the business and traders' use to assess market risk, stress loss and capital metrics.
2. Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
3. Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
4. Liaise with asset class quant teams to improve existing pricing models, to align with regulatory requirement and strengthen the process used for calculating risk metrics and valuation.
5. Develop well-structured high-quality code and contribute to in-house python analytics libraries.
6. Stay attuned to recent AI/ML advances, harnessing their power to bolster business support and analysis.
7. Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.
Qualifications:
8. 4+ years of experience in quantitative modelling in the financial industry. Must possess product knowledge of at least one asset class.
9. Must have strong technical/programming skills such as in python or C++. Experience in collaborative code development through use of Git/Bitbucket and similar platforms. Familiarity with software development principles. Ability to design, structure, and modularizeplicated programs.
10. Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools such as Tableau.
11. Familiarity with SQL, and experience working with large datasets. Skilled in data cleaning, transformation, and processing using Python libraries such as pandas.
12. Understanding ofmonly used market risk metrics and method such as VaR, stress testing.
13. Clear and concise written and verbalmunication skills.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Education:
14. A PhD or Master's in a technical discipline such as physics, mathematics,puter science, quantitative finance, statistics or similar would be beneficial.
Please apply within for further details or call on 07393149627
Alex Reeder
Harvey Nash Finance & Banking
Job ID BBBH107454