Full lifecycle development and maintenance of advanced mathematical models in the firm’s in-house analytics library. Partner with trading and sales teams to design and implement advanced pricing and risk management tools. Provide technical leadership and expertise in the delivery of quantitative support including modernisation of the current framework and the techniques used within it.
Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications. Work closely and collaboratively with relevant QTS partners to ensure that tools are fully and properly integrated into IT systems and applications, according to business requirements. Provide input into the development of the shared Quant and Technology architectural vision.