- Understand the complex mathematical models , enhance and Document [URL Removed] methodology – i.e. sitting with quants, or the methodology owner, and having to understand (to be able to document) how for instance model the risk on an interest rate swap, vs a repo, vs a loan.
- Blend mathematics & finance skills effectively.
- Analyse and model data and data requirements .Document business/functional requirements.
- Conduct a gap analysis to identify the most feasible solution to meet requirements for mathematical models
- Converting the quant requirement into a spec .
- Work with business stakeholders to define metrics/performance goals and acceptance criteria for solution and ensure the implementation of the requirements.
- Changes that require an upstream, or downstream change and in documenting the data flow / data process upstream or downstream to get the desired end results.
- A heavy focus on math’s, and therefore the candidate needs to have a large curiosity for math’s, or a love for math’s, and want to be excited each day to understand the quant math’s needed, define the data needed to support the math’s, and test that the math’s implemented is correct.
Desired Skills:
- Complex Mathematical Models
- Quant Requirements
- Math
About The Employer:
Global leader in IT services, consulting & business solutions with a large network of innovation & delivery centers