Quant Analyst - Model Validation - Algorithmic Trading - Pricing - Python Quant Analyst - Model Validation - Algorithmic  …

Non-disclosed
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Aug 19
£80,000
Non-disclosed
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Aug 19
£80,000
Responsible for the validation of the Algorithmic trading within the London model validation team and reporting to the deputy Head of the model validation team in London.

Key Responsibilities

  • Validation of Algorithmic Trading developed by the Front Office.
  • Responsible for the validation of the Algorithms implementation.
  • Design and perform the tests required to assess the robustness and behaviour of the Algorithm.
  • Conduct a risk assessment of the Algorithms studied and challenge the monitoring proposed by the FO. Propose alternative/additional risk measures and monitoring if necessary.
  • Provide support for the Risk Management on the Algorithmic Trading validated by MRA.

Qualifications/Education Required:

  • Education to degree level (PhD DESIRABLE), however candidates with the required skill set will be considered. 
  • Strong skills in mathematical finance.

Experience Required:

  • Experience in dealing with derivatives and pricing models.
  • Good programming skills (C++, Python etc..) 
  • Knowledge of Algorithmic Trading (DESIRABLE) 

The team are ideally looking for someone with between 2-6 years’ experience. 

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