Senior Evaluator, Derivatives

Develops, maintains and implements quantitative models, and supports with the management of quantitative models.

Role Responsibilities & Key Accountabilities:
- Develops, maintains and implements quantitative and statistical models used within information based products, analytics and research tools
- Understands and creates performance indicators, models and algorithms related to products
- Leads independent model reviews on complex topics in accordance with business needs and regulatory requirements to assess model risk
- Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions
- Responds to internal and external enquiries related to model construction and development
- Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges
- Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication
- Solves a variety of complex problems arising in the analysis of the behaviour of products, including more complex and high priority products
- Utilises deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code
- Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results.

Qualifications & Experience:

• Master's Degree or Ph.D. or equivalent experience in a quantitative field or equivalent
• Significant experience in programming
• Moderate experience in a Quantitative, Data Science and/or Research related role.
• The candidate should have Master's Degree or equivalent experience in quantitative subject area (especially Finance, Math, Science or Computer related majors) and have well rounded knowledge of financial markets
• The candidate will have the ability to independently research and apply sophisticated concepts in a real-world context.
• The candidate must present strong problem solving skills and be proficient in Excel
• Own the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries
• Capture requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes)
• Lead the client's workflow evaluation pricing cycle and support
• Lead TRPS Derivatives client's communications