3 дня назад
The Core Engineering - Quantitative Engineering - Vice President - London
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Vice President, Quantitative Engineering (Market Risk): Developing and productionizing market risk and capital models for equities derivatives with an accent on Value-at-Risk, stress testing, pricing analysis, and quantitative risk assessment. Focus on identifying equity market risk factors, implementing robust model analytics, validating continuous production performance, and leading quantitative analysts.
Location: London, Greater London, England, United Kingdom
Company
is a global investment banking, securities, and investment management firm with offices worldwide.
What you will do
- Develop, refine, and maintain production-quality market risk models for equities businesses, including Value-at-Risk and stress tests.
- Build mathematical models that capture the economic and statistical characteristics of equity products and derivatives.
- Implement, test, and productionize quantitative models and analytics.
- Perform pricing analyses and assess risk and capital impacts.
- Explain model and analytics results to risk managers, senior managers, and other stakeholders, providing quantitative advice.
- Lead a team of quantitative analysts and manage their day-to-day activities.
Requirements
- PhD in a quantitative discipline with 5 years of relevant experience, or a Bachelor’s/Master’s degree in a quantitative discipline with 8 years of relevant experience.
- Strong knowledge of mathematics, modeling, numerical techniques, statistics, time series analysis, econometric modeling, and probability theory.
- Strong programming skills in a popular language such as Java, C++, or Python.
- Hands-on experience developing pricing or risk models for equities derivatives.
- Experience managing a team of quantitative analysts.
Culture & Benefits
- Training and development opportunities supporting professional and personal growth.
- Firmwide professional networks and diversity and inclusion initiatives.
- Benefits, wellness, personal finance offerings, and mindfulness programs.
- Reasonable accommodations are available during the recruiting process for candidates with special needs or disabilities.
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