Vista previa generada por IA
Lead the strategic direction of quantitative solutions for Pricing, XVA, and Securities Finance teams in London.
Drive innovation, governance, and high-performance teams in a senior director role.
In this role, you'll make an impact in the following ways:
- Lead the strategic direction and delivery of quantitative solutions supporting Pricing, XVA, and Securities Finance businesses.
- Partner with trading, risk, technology, and product teams to develop and enhance quantitative models and analytics that support business growth, client solutions, and risk management objectives.
- Drive the design, implementation, and governance of pricing and valuation frameworks across multiple asset classes, ensuring consistency, transparency, and scalability.
- Oversee the development of quantitative capabilities supporting XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet efficiency initiatives.
- Lead the delivery of innovative quantitative solutions for Securities Finance, including collateral optimisation, inventory analytics, financing strategies, and client-driven solutions.
- Build strong relationships with senior stakeholders across Markets, translating complex quantitative concepts into actionable business decisions.
- Ensure robust model governance, validation support, and regulatory compliance across the quantitative analytics landscape.
- Lead and develop high-performing teams of quantitative analysts, researchers, and quantitative developers, fostering a culture of innovation and delivery excellence.
To be successful in this role, we're seeking the following:
- Significant experience in quantitative analytics, model development, or quantitative product delivery within financial markets.
- Deep knowledge of derivative pricing, quantitative modelling, valuation methodologies, and risk analytics across one or more asset classes.
- Strong understanding of XVA frameworks, collateral management, funding and capital optimisation concepts.
- Demonstrated ability to lead large-scale quantitative initiatives from concept through implementation and production deployment.
- Strong stakeholder management skills with the ability to influence senior business, risk, and technology leaders.