Main daily activities
- design, build and implementation of GRA Traded Risk Quantitative libraries. The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs
- delivery of a coding environment that is easy to use, is robust and can be fully re-used
- managing and reducing the time to develop new models with in Traded Risk
- work closely with GRA Quant Analysts, Risk IT and Front Office to create synergies across different functions and departments
- Masters in a quantitative subject
- Advanced experience of application and software development
- Good understanding and appreciation of Regulatory requirements and audit requirements.
- Experience of interacting with internal and external stakeholder groups (Business, Risk, Internal and External Audit, Compliance, Regulators).
Please also feel free to refer relevant people suitable for these job roles.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.