The Core Engineering- Liquidity Quantitative Engineer / Strat - Vice President - London

About the role

Develop and maintain risk models, risk sensitivity analyses, and large-scale risk infrastructure, using mathematical, statistical, and engineering methods. Analyze risk trends and drivers, update models as business and risk conditions change, and communicate model results and insights to technical and business audiences. Requires a bachelor's or postgraduate degree in mathematics, physics, electrical engineering, or a related technical discipline, along with at least six years of software development experience. Candidates should have strong analytical and programming skills, experience designing scalable systems, and the ability to communicate effectively; familiarity with financial markets and risk management is a plus.