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Head of Fixed Income Quant Team - MD

My client requires an experienced Fixed Income Quant to:

•Provide leadership, oversight, and management for quantitative support.
•Provide technical leadership and expertise in model development.
•Work closely with trading, sales, and marketing to establish requirements, specifications, and scope.
•Ensure that any models developed are fully and properly integrated into the quant libraries and IT systems and applications.
•Manage change requests from the desks and prioritisation if these tasks.
•Provide a high level of support for the models to the desk and where models are used for running official processes, to the IT support teams and appropriate functional units.
•Liaise closely with the other quant teams and the Independent Valuation Group to ensure that the modelling approach across the firm is consistent.
•Ensure that all software is developed using sound software development practices including version control, regression testing, and appropriate documentation.
•Provide input into the development of the shared Quant / IT architectural vision.
•Manage people within their team to be highly motivated, effective, and aligned to the overall business strategy.
•Take full responsibility for the support and development of the existing model inventory.

The successful candidate will also be growing the team in NYC.

Only candidates with US nationality or existing permissions to work in the USA should apply. Thanks.

Company: Investment Bank   Location: New York   Salary: $neg   Date posted: 19/02/2010  


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