Review, analyse and perform robust independent model validation for algo trading models; Perform model validation testing and derive conclusions resulting in a proper assessment of the model risk involved; Review and study the mathematical models used, implementation methods, products traded in these markets, and the associated risks; Present outcomes from reviews and studies in high quality reports to key model stakeholders including: Front Office Trading; Front Office Quants
Requirements:
Academic degree (Masters, PhD) in a quantitative discipline (e.g. Mathematical Finance/Statistics, Maths, Physics, Engineering) with preferably a focus on applications; Relevant experience (+2 years) either as a model developer or validator; You have highly analytical skills, deep understanding of mathematical/statistical models and their implementation in finance; Experience in scientific programming and data visualization in Python or R
Text:
Quantitative Analyst (m/f/x) - Algo Trading Model Validation Specialist Review, analyse and perform robust independent model validation for algo trading models; Perform model validation testing and derive conclusions resulting in a proper assessment of the model risk involved; Review and study the mathematical models used, implementation methods, products traded in these markets, and the associated risks; Present outcomes from reviews and studies in high quality reports to key model stakeholders including: Front Office Trading; Front Office Quants Academic degree (Masters, PhD) in a quantitative discipline (e.g. Mathematical Finance/Statistics, Maths, Physics, Engineering) with preferably a focus on applications; Relevant experience (+2 years) either as a model developer or validator; You have highly analytical skills, deep understanding of mathematical/statistical models and their implementation in finance; Experience in scientific programming and data visualization in Python or R
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