PCH - Quant Risk_1572364878
7 months ago
My client, a top tier global bank is looking for a Head of Product Control Analytics based in Poland. This position will be part of the Product Control senior management team and will have the primary responsibility to manage the PC Analytics team made of around 12 quantitative analysts. It covers all asset classes: XVA, Stress Test, Rates, Equity, Credit, FX, Liquidity and Machine Learning.
Members of this team work closely with a number of Product Control teams, Front Office quantitative groups , system developers, Market Risk Management and Markets Independent Model Review.
- Undertake various quantitative and non-quantitative work within PC, such as developing and implementing quantitative methodologies, running analysis, testing tools and interacting with external teams to assist with specific projects.
- Continue developing and improving the PC Analytics C++ and Python Libraries.
- Support Product Control in the running and implementation of Fair Value Adjustments and supporting users of Pegasus, an internal Product Control system.
- Manage a highly technical team across various work streams (plan deliveries, delegate work , manage individual career expectations, work seamlessly with the other Global Analytics team heads, etc.)
- Required to work closely with colleagues in the PC function, onshore PC teams and stakeholders.
- Required to communicate effectively with people at various levels of seniority and different backgrounds in a challenging but collegiate environment.
- Actively engage with other team members for projects and contribute to team discussions on valuation issues.
- Encourage efficient and streamlined processes in PC Analytics and PC in general.
- Ensure policy / methodology consistence across all business areas as well as across all sites globally.
- Maintain internal control standards, including timely implementation of internal and external audit points together with any issues raised by external Regulators.
- Understand and ensure compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the areas in which you are involved specifically Internal.
- Controls and any Compliance policy including, inter alia, the Group Compliance policy.
- Ensure that there is full compliance with the Global Markets FIM.
- Master's degree in a numerical subject (Maths, Physics, Engineering or similar)
- Excellent written English and oral communication skills. The job holder will have daily contact with the Front Office and Product Control Senior Management and therefore require excellent communication skills in addition with outstanding technical ones.
- Strong analytical skills and a proactive approach to problem solving
- Excellent interpersonal skills
- Ambitious, driven and enthusiastic
- Strong derivatives knowledge is essential
- Proficient programming skills in C++ and/or Python. Database language is preferable.
- Experience of working in a quantitative team or in a relevant highly technical role.
- Experience of managing high performing teams
Please send your CV to email@example.com in subject quote "PC Quant"
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.