To lead the QA team in the rigorous analysis of risk, validation of models, and enhancement of performance measures

Responsibilities:

• Proactively drive the development and enhancement of profitability and risk reporting for a wide range of derivatives trading strategies
• Provide quantitative input to IT team on new pricing models, risk engines, and analytical tools and assure proper implementation including stress and back testing
• Support Portfolio Manager requests for strategy analysis, new trade pricing, and risk monitor tools
• Recruit, Train, and Manage a team of Financial Engineers, IT, and Risk Managers

Requirements:

• PhD in Mathematics, Statistics, Engineering or Physics
• 10+ years experience in Quantitative Analysis and Financial Engineering with an emphasis on Credit and Fixed Income Derivatives
• Proven leadership skills with a track record for success within a fast paced, demanding environment
• Firm and Concise communication skills, able to correspond with senior management, traders, technology developers, and product controllers
• Detailed understanding of financial instruments, including Equities, Bonds, Options, Swaps, and FX.
• Proficiency in Programming in C#, C+, SQL.
• Current, progressive experience within a similar role at a Tier 1 firm

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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