VP Quantitative Strategist
A Tier 1 Investment Bank has just launched a multi-hire campaign to build out a new dynamic function from scratch. This individual would be the first hire to report into someone who has been with the organization for some time, with an impressive academic and professional pedigree, who is spearheading this greenfield build out for global markets.
This organization is making a significant investment to enhance the quality of their model's portfolio and is looking for someone that is passionate about delivering high quality anomalies detection models using cutting edge technology. Specifically, they would like this person to lead the research and development of machine learning models to monitor trading activities and manage risk. It is imperative that this hire also brings markets expertise to the table (ideally cross-asset) so that can collaborate directly with division Quant heads across the firm.
Responsibilities:
- Design, develop, and maintain quantitative models to detect suspicious trading behaviors.
- Develop systems for market surveillance for optimal performance and scalability across various products.
- Conduct risk assessments, back-testing, and simulations to validate models.
- Utilize large-scale structured and unstructured data for machine learning experiments.
- Collaborate with trading teams, strategists, and engineers to stay updated on market changes.
- Conduct performance monitoring, code reviews, and mentor peers.
Requirements:
- PhD or Master's in a quantitative discipline (Physics, Math, Statistics, Computer Science, Data Science)
- 6+ years of experience in a front office role and experience with pricing, modeling, and risk management.
- Strong knowledge of trading protocols, order types, and market structure.
- Proficiency in programming languages such as Python, Java, or C++.
- Strong background in mathematical modeling and numerical algorithms.
- Experience with machine learning systems is a plus.
- Excellent communication and experienced stakeholder management skills
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