Director managing Equity Derivatives and Hybrids models, focusing on model integrity and automation. Collaborating with stakeholders to improve trading platforms and model assessment.
Responsibilities
Presenting 1st line challenge to current models
Assess impacts of models assumptions and limitations
Focus on model assessment, increasing testing coverage, automation
Steer governance for Equity Derivatives models
Review models and documentation to provide guidance on their design
Implement, run and analyse performance tests using production C++ libraries and Python
Collaborate with stakeholders to gather requirements and translate them into technological solutions
Implementation of new features, enhancements, and functionalities on trading platforms
Requirements
PhD or master’s degree in financial mathematics, Mathematics or Physics
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