Responsibilities
- In-depth involvement in all areas of quantitative research pertaining to model design and implementation, back testing, portfolio risk analysis and data cleansing.
- Design, develop and maintain all pricing/risk/market models and infrastructure components.
- Closely collaborate with the IT division to support production and roll out of new models and/or fixes.
- Build automated ETL pipelines to support rapid transition from research to go-live/launch.
- Proactively monitor and support the production landscape to address issues in a timely fashion
- A Master/PhD degree in a highly quantitative field (Physics, Mathematics, Financial Engineering, Electrical Engineering, Statistics etc.)
- Minimum 10 years of experience in Risk Managment environment with solid hands-on expertise Pricing and Risk analytics/modelling
- Experienced in designing and developing quant analytical tools end to end, with excellent coding capabilities in Python
- Good understanding of financial products, market risk, credit risk and margin, etc.
- Experience in large datasets, tick data experience highly regarded
- Knowledge of order book and market micro-structure is preferred.
- Excellent communication skills, with the ability to effectively explain complex concepts to non-technical stakeholders.