Head of Equity Quant will manage a large team of Quants working on Derivatives, Cash-Algo, E-Trading and FRTB. Work closely with the Global Head of Equity Quants, making sure that deadlines are respected.
Mainly focus on:
- Development of new models/algos and validation of reserves methodologies
- Participate in the implementation of the algo/model governance framework
- Support of all components forming part of the Analytics Solution, especially the FRTB part
- Participate to the development of the cash execution services (algos, TCA)
- Interface between the quants and Trading/Structuring/IMR/Market Risk/Product Control
Didn’t find the job appropriate? Report this Job