Technology and Quantitative Risk Lead

Full Job Description

Please note that only candidates with expertise in market risk relating to commodities trading can be considered for this opportunity.

Our client is a pioneer and rapidly expanding commodities and FX trading firm. They have amassed an elite team across the organisation and have grown considerably over the last 5 years.

They have a new opportunity for a Technology and Quantitative Risk Lead. You will steer a globally dispersed team of around five developers (quant and software) to revolutionise their risk systems (front office and market risk). Reporting directly to the Global CTO, you will be at the forefront of driving the continuation and development of their cloud-based infrastructure, ensuring the development of tools and platforms that facilitate large-scale, near-real-time model computations.

Your leadership will extend across various projects, from risk to data and AI, from initiating ground-up greenfield projects to overseeing continuous enhancements. You'll also keep a keen eye on aligning these projects with our strategic vision.

Responsibilities:

• Serve as the lead for a greenfield unified front office and market risk management platform.
• Directing the engineering of a cloud-native Value at Risk system in AWS and Python.

Requirements:

• Deep expertise in commodities trading across Oil, Gas, Power, Metals etc, focusing on front office, market risk system development including Options valuation, VaR, Positions, PnL, IPV etc
• Excellent experience designing and architecting risk systems.
• Hands-on technical background.
• Expert knowledge of market risk, understanding, and application of complex mathematical concepts related to options pricing, Monte Carlo simulations, and the Greeks.