Senior Quant Developer SVP Senior Quant Developer SVP …

Morgan McKinley
in London, United Kingdom
Permanent, Full time
Last application, 08 Dec 21
Competitive
Morgan McKinley
in London, United Kingdom
Permanent, Full time
Last application, 08 Dec 21
Competitive
Senior Quant Developer SVP
Job Summary
  • London
  • Permanent
  • BBBH800036
  • Nov 24, 2021
  • Competitive

Job Description
Global investment bank seeks an SVP level Senior Quant Developer in London to lead optimization of Loan Portfolio Mitigation / CLO structuring capabilities.

The team provides technological capabilities supporting management and optimization of capital, liquidity, tax and other financial resources with a primary purpose of driving greater efficiency and flexibility of resource consumption. looking for a Senior Quantitative Developer in London to lead optimization of Loan Portfolio Mitigation / CLO structuring capabilities.

The Senior Quantitative Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that provide the same level of expertise.

Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function. Responsible for handling staff management issues, including resource management and allocation of work within the team/project.

Responsibilities:

  • Develop analytics libraries used for pricing and risk-management

  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

  • Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers

  • Collaborate closely with Traders, Structurers, and technology professionals

  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics

  • Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.

  • Adhere to all policies and procedures as defined by your role which will be communicated to you

  • Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

Qualifications:

  • 10+ years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

  • Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles

  • Must also possess any level of product knowledge, Investments and Quantitative Methods

  • Consistently demonstrates clear and concise written and verbal communication skills

Education:

  • Bachelor's/University degree, Master's degree preferred

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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