VP/ED - Quantitative Research Team - Machine Learning/eTrading Quant - Bank

Our Client - A Leading Global Bank is looking for a VP/ED for their Quantitative Research team. The role is tasked with partnering with desk-aligned quants globally to scrutinize, develop, and enhance electronic trading or machine learning models, as well as ensuring the models adhere to internal and external regulatory standards.

Role:

Analyzing as well as developing mathematical models, time-series forecasting, predictive modelling, cluster analysis, dimensionality reduction, and recommender systems. Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring, and reporting

Requirements:

The candidate should have 10+years of relevant experience.

- Masters, PhD, or equivalent degree program in a Quantitative Field

- Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization), with core expertise in statistics and machine learning theory, techniques, and tools

- Prior experience in Big Data, microstructure research, or developing execution strategies or short term price prediction models

- Programming experience with one or more of Python, R, Matlab, Tensorflow, optionally C++