Global Markets eTrading Risk – Market Oversight – Quantitative Analyst / Data Scientist (Director)

Investment Bank, London
Reference: A/12770


The GM eTrading Risk team is a first line of defence function for low touch electronic trading within Global Markets and is part of the Wholesale COO function. This role will report to head of GM eTrading Risk and will be responsible for lead development of models and tools to monitor trading activities across all regions for market abuse behaviours, disorderly trading and limit breaches.

  • Candidates will have the ability to design, develop and implement mathematical, statistical models across financial asset classes and use complex algorithms to identify and solve multifaceted problems.
  • Regulatory knowledge required includes MIFID II, STOR, MAR, BASEL plus experience in tracking and interpreting rule changes, regulatory guidance, industry best practices, and regulatory developments.
  • A good mathematics and statistics understanding is key – such as Heuristics, Optimisation, Stochastic Calculus, Probability and Machine Learning, such as PCA, SVM, Bayesian Network, Clustering, Neural Network, NPL.
  • Market microstructure knowledge of FX, Rates, Equities and Exchange Traded Derivatives
  • Experience in R, Python, C++, SQL, Mongo DB, KDB, Latex.
  • Experience in optimising pricing engine and improve the efficiency of pricing libraries or development of predictive models is preferable.

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