• Permanent, Full time
  • Anson McCade
  • 13 Feb 18
  • London, England, United Kingdom
  • Competitive
  • Full time

Quantitative Research - Model Risk Methodologies - Quant Developer - Assoc/VP Level

The QR Model Risk Methodologies team is looking for developers to build out and support a new Model Risk Reporting framework and other toolsets for model risk management across the QR groups. The code is a combination of Python and C++: C++ for high-speed analytics and Python for flexibility and rapid, but controlled, releases.

Quantitative Research - Model Risk Methodologies - Quant Developer - Assoc/VP Level

 

London based

The QR Model Risk Methodologies team is looking for developers to build out and support a new Model Risk Reporting framework and other toolsets for model risk management across the QR groups. The code is a combination of Python and C++: C++ for high-speed analytics and Python for flexibility and rapid, but controlled, releases.

 

The role consists of:

 

  • Building out the Model Reporting framework with new capabilities for calculating and viewing a variety of model risk metrics.
  • Working closely with other QR groups to onboard our various model analytics onto the new framework.
  • Liaising with Technology groups to integrate the Model Reporting framework with other systems.
  • Helping design and build out other tools and analytics for managing model risk.
  • Supporting the users amongst QR, Model Governance and other groups in using our systems.
  • Identify opportunities for (improved) automation of existing and new workflows.
  • Work as a key member of a team responsible for establishing new practices for model risk management

 

Required Skills:

 

  • Applied development experience in one or more object-oriented languages, such as Python, C++, Java, C#.
  • Excellent analytical and problem solving skills.
  • Good communication skills.
  • PhD or Masters Degree or equivalent from top tier schools/programs in Computer Science, Mathematics, Mathematical Finance, Physics, or Engineering.
  • Understanding of trading and modelling of financial securities; affinity with financial modelling concepts.

 

Preferred Skills:

 

  • Knowledge of financial derivatives and options theory.
  • Experience in, or exposure to, model validation or model development.
  • Experience with object oriented design.

 

For more information please contact Joshua Misailidis via email at Joshua.Misailidis@AnsonMcCade.com or telephone on: + 44 (0)20 7780 6700