Lead Data Scientist - Treasury Markets Quant
London, United Kingdom
GBP 75K-115K (estimate) Senior-level Full Time
Tasks
- Build pricing models for new instruments
- Build shared quant libraries
- Collaborate with product teams on quantitative insights
- Create backtesting frameworks
- Develop python microservices for quant models
- Develop real time curve construction
- Develop trading strategy
- Ensure real time pricing and risk reliability
- Handle incident response and root cause analysis
- Implement monitoring and alerting
- Maintain CI/CD pipelines
- Own quantitative production infrastructure
- Perform risk modelling
- Support customer behaviour modelling and pricing strategy
- Validate and test models
Perks/Benefits
- N/A
Skills/Tech-stack
Algorithmic Execution | At risk | Backtesting | CI/CD | Cause analysis | Curve construction | Data Pipelines | Databases | Debugging | Deployment | Event Driven | Event-driven architecture | FX forwards | Flink | Kafka | Microservices | Model Validation | Monitoring | Monte Carlo | Monte Carlo Methods | Pricing models | Production infrastructure | Python | Real Time | Real-time Data | Real-time data pipelines | Redis | Risk Modelling | Root Cause Analysis | Root cause | Scenario Analysis | Stochastic Calculus | Streaming systems | Stress Testing | Term Structure Modelling | Term structure | Testing | Trading strategy | Value-at-Risk | Volatility surfaces | Yield curve | Yield curve construction
Education
N/A
Roles
Data Scientist | Developer | Quantitative Developer | Scientist
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