Liquidity Metrics Quant - Vice President - London
Core
Developing risk models and risk sensitivity analysis using advanced mathematical/statistical/engineering approaches to support firm liquidity, funding, and balance sheet management.
Role type
Vice President, Quantitative Risk Modeler
Builds
Large scale risk infrastructures and systems for liquidity and risk metrics
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
Advanced mathematical/statistical modeling, Optimization, Machine learning, Regression analysis, System design, Scalable system architecture, Programming (C/C++/Java/Python), Data structures and algorithms
Preferred skills
Financial markets knowledge, Financial assets expertise, Risk management practices
Technologies
C, C++, Java, Python, Scala
Responsibilities
Developing risk models and risk sensitivity analysis, Performing detailed analysis on risk trends and drivers, Updating and maintaining risk models, Developing and maintaining large scale risk infrastructures/systems
Seniority
Vice President, Senior Leadership
