Head - Quants - Equities

- Development of new models/algos and validation of reserves methodologies

- Experience in Derivatives, Cash-Algo, E-Trading and platform implementation (FRTB).

- Experience in electronic trading platform from designing point of view, not just the execution.

- Model validation/enhancement of pricing model.

- CFA+ Financial Knowledge+ Banking knowledge.

- 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)

- Developing and enhancing the available products and algos/models.

- Enhance algos/model performance monitoring

- Strong global stakeholder and team management skills.

- A degree based on Mathematical Finance from a top tier university

- Experience in Quants and/or Structuring (at least 5 years)