12-04-2019 | Global Advisory
Senior Manager - Quantitative Advisory - Trading Book

Advisory Service Line

We assist clients to develop world class risk management capabilities by providing expert advice, guidance and implementation support across the full spectrum of financial and non-financial risk domains. Our teams of industry practitioners, ex-regulators and expert consultants work with clients to develop risk strategy, risk frameworks and policies, risk models and organisational capabilities in response to market pressures and regulatory initiated change across the financial services sector.

Role Description

This role is to join the Quantitative Advisory team within the Advisory Service Line. At Manager/Senior Manager grade, the role involves supporting/leading quantitative projects for the client as part of a team of highly skilled consultants. We work across the model life-cycle and across the Financial Services sectors.

The key areas we work in span the following categories:

  • Development of derivative pricing models (vanilla and exotics) for new products e.g. OIS-based interest rate derivatives
  • Model validation and testing
  • Model implementation (C++ quant libraries, Python, R, Excel VBA, etc.)

Candidates will be expected to develop expertise across a range of portfolios and modelling techniques to address our clients’ priorities.

The role requires the ability to:

  • Apply advanced knowledge of mathematical techniques to real-world client problems
  • Work across the model life-cycle, from development and validation through to review and governance
  • Manage your own work ensuring that it is of the highest technical quality and is delivered on time
  • Embody a “can do” attitude to meeting stakeholder requirements
  • Communicate outputs of analysis clearly showing awareness of wider business impact and adapting communication style and approaches to the audience
  • Act as a point of contact throughout the design development and implementation life-cycle

Competitive salary

Closing Date: 1st June 2019


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THE RECRUITMENT PROCESS

Our recruitment and selection process is just as much an opportunity for you to find out about us as it is for us to assess you. There are a number of stages, each of which will give you the chance to learn more about us. The scope of opportunities at Parker Fitzgerald means there are a number of different methods we use to make sure the process is fair and thorough. Your recruitment contact at Parker Fitzgerald will describe the exact process for the role you have applied for.

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