Lead Analyst - Algo Trading Model Validation

This role is critical and challenging which requires a dynamic, bright and experienced individual in model validation with a strong background of Algo Trading Models. We are looking for an individual who can

- Contribute significantly to the model validation practice of algorithmic and electronic trading models, across Equities, FX, Rates and Credit

- Perform independent validation and reviews of Algo/eTrading models

- Design the testing framework for, perform required tests on and provide expert assessment on various algo/e-trading models.

- Monitor the performance of trading algorithms versus their intended aims

- Work closely with algo trading quants, IT, market risk control, trading, and compliance

- Actively contribute to various thought leadership initiatives within MRM and Algo Trading modelling space

- Take on lead responsibilities if required

Masters in Mathematics, computer science, mathematics, physics, financial engineering or any advanced degree in quantitative or engineering or science disciplines

- Should have 3 to 10 years of experience in modelling and model validation.

- Should have strong understanding of and experience working on various Algo Trading Models from model development, trading, technology or model validation perspectives.

- Should have good understanding of PRA's SS 5/18 regulatory guidelines

- Strong quantitative and analytical skills

- Strong coding skills - C++, Python, R, Java

- Strong verbal and written communication skills and strong interpersonal skills with ability to communicate and coordinate across different seniority levels

- Should be highly agile and mobile