Experience Should have 10+ years of relevant experience in modelling or model validation of various types of models with a strong emphasis on Algo Trading Models

Job Duties This role is critical and challenging which requires a dynamic, bright and experienced individual in model validation with a strong background of Algo Trading Models. The role involves helping and advising client organizations in validation of Algo trading models and establishing model risk management practices as per regulatory guidelines.

We are looking for an individual who can

- Contribute significantly to the model validation practice of algorithmic and electronic trading models, across Equities, FX, Rates and Credit

- Perform independent validation and reviews of Algo/eTrading models

- Design the testing framework for, perform required tests on and provide expert assessment on various algo/e-trading models.

- Monitor the performance of trading algorithms versus their intended aims

- Work closely with algo trading quants, IT, market risk control, trading, and compliance

- Work with the model validation unit to design and implement optimal validation project plans.

- Be the face of Company and lead various Algo trading model validation projects

- Help clients during the regulatory approval journey of models and MRM processes

- Assist in new proposals and acquisition of new clients within MRM and Algo trading models.

- Recruit and train high quality algo trading quant talent in India, UK and EU to deepen the practice within EU/UK region

- Actively contribute to various thought leadership initiatives within MRM and Algo Trading modelling space

Qualification Masters in Mathematics, computer science, mathematics, physics, financial engineering or any advanced degree in quantitative or engineering or science disciplines

Skills required

- Should have 10 or more years of experience in modelling and model validation.

- Should have strong understanding of and experience working on various Algo Trading Models from model development, trading, technology or model validation perspectives.

- Should have excellent understanding of PRA's SS 5/18 regulatory guidelines

- Strong quantitative and analytical skills

- A strong consulting and client solutioning experience would be mandatory

- Strong coding skills - C++, Python, R, Java

- Strong verbal and written communication skills and strong interpersonal skills with ability to communicate and coordinate across different seniority levels

- Strong client management skills and should demonstrate very high client focus

- Experience of working onsite / offshore in a multi-cultural and global environment

- Good at multi-tasking skills and ability to quickly assimilate & comprehend information and deliver within strict deadlines

- Capable of working in a dynamic & rapidly changing environment.

- Should be highly agile and mobile

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