Quantitative Analytics Lead

Join us as a Quantitative Analytics Lead

• You’ll lead and motivate our Front Office Quantitative Analytics Modelling Strategy team, providing expertise on multi-asset class portfolio profit and loss, the design and development of desk tools, and strategic Python packages
• Working with front office trading, market risk, and back-office clients, you’ll have the chance to build a wide network across India and London while contributing to long term strategic projects
• This role is available at vice president level

What you’ll do

As a Quantitative Analytics Lead, you’ll undertake project work within the modelling analytics library as well as supporting pricing and risk management software. You’ll assume investigations in a logical and planned manner, draw conclusions, and present your work to peers and supervisors for assessment and feedback. You’ll also participate in the testing of implementations and the back testing of the effectiveness of our models on historical data using Excel and Python.

Working closely with our trading desks, you’ll develop and improve pricing and risk management tools and you’ll stay up to date with new pricing and risk calculation methods to adapt to market and regulatory environment changes. You’ll also proactively identify and mitigate any potential risks and ensure that coding standards and procedures are implemented correctly.

As well as this, you’ll:

• Collaborate with the India and London Front Office Quants team, our trading desks, and our Risk and Finance teams to deliver on desk tools, automation initiatives, and regulatory projects
• Help to build out key components and packages in our in-house python library
• Promote a strong client focus throughout our strategy, culture, communications, and client engagement
• Develop and lead a team that will take ownership of, and work on client projects

The skills you’ll need

To be successful in this role, you’ll ideally have a strong technical background and understanding covering multi-asset class profit and loss analysis, risk, full revelation, and PnL explained. You’ll have experience of collaborating with traders to develop desk tools and associated infrastructure for use in real time including bond relative value analysis, NSS model, SARY model, and PCA methods. You’ll also hold a master’s or doctoral degree in a STEM subject and have excellent programming skills and knowledge of OO programming, preferably in Python.

We’re also looking for:

• Ten years’ professional experience, 5 of which spent working on derivatives pricing knowledge and 6 of which using Python programming
• Excellent problem solving, computing, and analysis skills
• A strong mathematical background, preferably with good knowledge of probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis
• A strong track record of delivering functionality guided by SOLID code architecture principles and focussing on reusability and efficiency
• Excellent verbal and written communication skills and experience of successfully managing a small or medium size team over a number of years
• A willingness to gain a working knowledge of C++

Hours

Job Posting Closing Date: