The Head of Quants Equities will manage a large team of 30 Quants working on Derivatives, Cash-Algo, E-Trading, and platform implementation (FRTB).
He/She will have to organize and coordinate the book of work of the teams conjointly with the Global Head of Equity Quants, making sure that deadlines are respected. He/She will represent the teams in the different committees attended by quants. He/She will work closely with the teams to break silos and increase collaboration. On a day to day he/she will have to support the development of the Analytic solution :
- Development of new models/algos and validation of reserves methodologies
- Participate in the implementation of the algo/model governance framework
- Support of all components forming part of the Analytics Solution, especially the FRTB part
- Participate to the development of the cash execution services (algos, TCA)
- Interface between the quants and Trading/Structuring/IMR/Market Risk/Product Control
Knowledge & Experience / Qualifications :
1. A degree based on Mathematical Finance from a top tier university
2. Experience in Quants and/or Structuring (at least 5 years)
3. Strong leadership and management ability,
4. Ability to lead change,
5. Understand and interpret complex business requirements;
6. Proven ability to prioritize competing demands;
7. Developing and retaining critical talent and building an effective leadership team; and
8. Established financial and accounting acumen.
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