Global investment bank seeks a Junior AVP level Quant Dev as part of their Alternative Modelling team.
Team is responsible for developing a consistent and coherent set of models and analytical tools for effective Risk and Capital measurement, management and reporting . In addition to model development, team conducts model implementation, data management, model execution and analysis, forecast administration, and model performance monitoring. The team drives innovation, process improvement and automation across all of these activities.
As a part of a strategic roadmap, team is responsible for the delivery of a multi-year book of work to build a strategic technology platform and achieve operational excellence across all associated processes. Delivery of the Core Engineering Platform , a common infrastructure for model development and execution, is an essential component of this journey. The platform will adopt the suite of models used to effectively measure, manage and report Risk and Capital across the bank.
Key position within a small and highly skilled team responsible for delivering and subsequently managing the Core Engineering Platform.
Contributing to the build of a wide variety of risk analytics models in Python and C++.
As a member of team, you will work closely with modelers and other business partners to design, implement and validate models under tight deadlines.
Developers will also interface with technology teams to integrate models to production environment.
The role requires interaction with a diverse range of business partners across multiple organisations within the Bank.
Knowledge / Experience:
Recent graduate or some industry experience desired.
Programming skills (e.g. C++, Python, R, SQL, VBA, Java etc.) with an aptitude and desire to learn more outside of current language.
Excellent analytical skills, with statistics and econometric models expertise preferred.
Familiarity with numerical, statistical and machine learning packages/libraries.
PhD in a technical field (computational finance, math, engineering, physics, computer science etc.).
Excellent communications skills, both oral and written.
Intellectually independent and a self-starter.
Innovative, creative and a passion for delivering smart solutions.
Ability to influence across a broad range of business partners, technical and non-technical.
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.