- Permanent, Full time
- Anson McCade
- 17 Apr 18
- London, England, United Kingdom
- Full time
My client has been generating risks for a while. As this team is looking for a strat that looks at the floor wide risk all day; and looks to build new metric to automate risk management.
My client has been generating risks for a while. As this team is looking for an Equity derivatives strat that looks at the floor wide risk all day; and looks to build new metric to automate risk management.
- Has been a strat working in Equity derivatives
- Has been a trader or risk manager in Equity derivatives
- Someone who monitors risks and creates new metrics.
- Also looks at the PNL and can explain whether the risks are meaningful.
- Somebody who understands the statistical significance of a signal.
- You will be asked to have views on which risk is more relevant at any given time.
- You will need generic quant skills (i.e. Mixture of a modeller and coding this is a well rounded profile).
- Needs to be able to go in the library and debug a risk, or fix things.
- Know how to debug a library and understand why some risks are wrong.
This role is not looking for a typical quant, instead this role is looking for a candidate who is watching the risks most of the time.
- Earned a PhD or Master’s degree in math, statistics, physics, financial engineering, computer science or other quantitative fields.
- Knowledge of European ABS market or familiarity with Interest Rate instruments such as Swaps and Swaptions.
- Strong software design and development skills using C++, Python or Java.
- Experience with big data, time series and statistical analysis.
- Great communication and interpersonal skills.