Quantitative Trading & Research – Credit Portfolio – Vice President
LONDON, LONDON, United Kingdom
GBP 95K-115K (estimate) Executive-level Full Time
Tasks
- Build high performance analytical tools
- Collaborate with technology teams
- Compute Credit Valuation Adjustment
- Compute Funding Valuation Adjustment
- Design Monte Carlo simulation engine
- Develop scalable analytical infrastructure
- Ensure code robustness performance maintainability
- Establish testing and verification best practices
- Implement numerical methods
- Improve accuracy of risk sensitivities
- Improve computational efficiency
- Lead technical projects
- Mentor team members
- Partner with traders marketers and risk managers
Perks/Benefits
- N/A
Skills/Tech-stack
Algorithm Design | Analytic Differentiation | Artificial Intelligence | Derivatives pricing | High Performance | High-Performance Computing | Machine Learning | Monte Carlo | Numerical Methods | Options Pricing | Performance Computing | Python | Risk Sensitivity | Software Engineering | Testing | Verification
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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