Director - Quantitative Risk

Organisation

An International IB are looking for a Senior Quant to drive a multi-year strategic program of work in the Global Markets team 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 Quantitative 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

To apply, please send your CV by clicking on the appropriate link, or for more information or a confidential discussion, please email

Summary of role requirements:

Looking for candidates available to work:

Monday: Morning, Afternoon

Tuesday: Morning, Afternoon

Wednesday: Morning, Afternoon

Thursday: Morning, Afternoon

Friday: Morning, Afternoon

Saturday: Morning, Afternoon

Sunday: Morning, Afternoon

More than 4 years of relevant work experience required for this role

Work visa can be provided for this role

Expected start date for role: 01 May 2024

Expected salary: $180,000 - $250,000 per year

Full time