Posted By
Posted in
Banking & Finance
Job Code
664543
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
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Posted By
Posted in
Banking & Finance
Job Code
664543