Lead Data Scientist - Treasury Markets Quant
London, United Kingdom
GBP 75K-111K (estimate) Senior-level Full Time
Tasks
- Build backtesting frameworks and validate models
- Build pricing models for new instruments and products
- Build quantitative model Python microservices in production
- Create shared quant libraries across services
- Develop and optimize trading strategies
- Develop customer behaviour models and pricing strategy support
- Develop real time curve construction models
- Handle incident response and perform root cause analysis
- Manage CI/CD pipelines and deployments
- Own monitoring and reliability for real time pricing and risk
- Perform risk modelling with VaR stress testing scenario analysis
- Translate quantitative insights into customer facing decisions
Perks/Benefits
- N/A
Skills/Tech-stack
Algorithmic Execution | Apache Spark | At risk | Backtesting | CI/CD | Cause analysis | Data Lake | Data Pipelines | Data Warehousing | Database | Debugging | Deployment | Event Driven | Event-driven architecture | FX forwards | Flink | Incident Response | Kafka | Microservices | Model Validation | Monitoring | Monte Carlo | Python | Real Time | Real-time Data | Real-time data pipelines | Redis | Risk Analytics | Root Cause Analysis | Root cause | Scenario Analysis | Snowflake | Stochastic Calculus | Streaming systems | Stress Testing | Term Structure Modelling | Term structure | Testing | Value-at-Risk | Volatility surfaces | Yield curves
Education
N/A
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