The Core Engineering- Liquidity Quantitative Engineer Strat Associate London

The Core Engineering

The Core Engineering builds and operates the platforms applications data solutions models and analytics that power critical processes for The Core divisions of the firm (e.g. Risk responsible for the risk profile of firm activities; Controllers responsible for the financial control and reporting obligations; Compliance responsible for the firms compliance regulatory and reputational risks; Corporate Treasury responsible for the firms liquidity funding balance sheet etc.; and Human Capital Management responsible for attracting developing and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions leveraging cloud AI and machine learning for innovation and efficiency. The Core Engineerings 2000 engineers and strats deliver engineering data analytics and quantitative capabilities within six business units:

• Metrics & Analytics Platforms: responsible for the measurement and management of the firms risk capital and liquidity for The Core functions

• The Core Strats: responsible for the development and implementation of models and other quantitative methodologies including the accuracy and attribution of modeled metrics

• Financials & Reporting: responsible for facilitating the production of the firms financials and a wide range of reporting functions

• Non-Financial Risk & Controls: responsible for non-financial risk and control processes

• Enterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments people processes and procurement

• Shared Services: responsible for driving the adoption of consistent engineering strategy including data platforms cloud and AI enablement as well as the management of technology risk

FUNCTIONALITY DESCRIPTION

• Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization machine learning regressions visualization
• Performing detailed analysis on risk trends and drivers
• Updating and maintaining risk models along with business growth and risk environment changes
• Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C C Java Python Scala)
• Experience in designing highly scalable efficient systems
• Effectively communicating results and outputs from the model and insights from analysis

QUALIFICATIONS

• Post graduate degree /Bachelors degree in Mathematics Physics Electrical Engineering or related technical discipline
• 3 years experience in software development including a clear understanding of data structures algorithms software design and core programming concepts
• Strong analytical and problem solving skills using math statistics and programming
• Demonstrated ability to learn technologies and apply
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Strong programming experience in at least one compiled or scripting language (e.g. C C Java Python)
• Experience in designing highly scalable efficient systems
• Familiarity with financial markets financial assets and risk management practices is a plus