Quantitative Analytics Lead
3 weeks ago
London
£250k + Benefits per annum
About the OpportunityThis role involves leading the development of strategic initiatives for Front Office Risk and Capital Management, utilizing your technical expertise and leadership skills. You will work closely with the Front Office team to drive business growth and improve risk management capabilities.
- Lead the development of C++ quant library for Front Office, Risk, Finance, and Treasury.
- Oversee the creation of cross-business risk and market databases for consistent taxonomy access.
- Direct the modelling and definition of risk & capital calculations, collaborating with quants on implementation.
- Develop and implement Market and Credit RWA processes, defining proxies and constructing benchmarks.
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