Lead E-Trading Test Quant/Strat (VP)

London
Ref: ETRS-1905
££ Excellent Base + Front Office Bonus
Tier-1 Investment Bank
Electronic trading, Algos, Source Code Reviews (C++ & Java) Conduct Risk, Testing

This top-tier Investment Bank is a leading providers of Electronic Trading solutions with a risk framework to manage operational risk of electronic trading across the business, IT and production.  They now seek an electronic trading Risk Strat to report to the head of E-Trading Conduct Risk & Control. This Front Office role is business aligned and you will help management assess risk across FX, Rates & Debt E-Trading and lead testing for risk scenarios and code reviews.

KEY RESPONSIBILITIES:

  • Implement in-depth risk assessments of algorithms on changes
  • Review testing outcomes and source code (C++ & Java) for risk scenarios
  • Review standards of control, often within the algorithm code itself, & with relevant algorithm owners
  • Design and document standards for testing for trading algorithms
  • Assist in the design of a conduct risks assessment framework for algorithmic trading
  • Chair trading algorithms change review forums
  • Perform electronic trading assessment peer reviews
  • Help drive risk and control programs and perform independent sign-off to changes in algorithm strategies

KEY SKILLS & EXPERIENCE:

  • Excellent grasp of electronic trading SDLC procedures standards and risks
  • Able to influence developers in how software implementations can mitigate risks (Algorithm or system architecture)
  • Strong technical expertise to develop testing standards for conduct risks
  • Previously have programming in a mixed language environment (C++, Python & Java)
  • Knowledge of KDB time series database with Q an advantage
  • Communication & stakeholder management is key + briefing materials to senior management

ADVANTAGEOUS:

  • Previous experience gained in, for example: software development, production management and/or quality assurance of trading algorithms
  • Minimum of BSc in Computer Science, Maths, Stats, Engineering or Physics