Head of Middle Office Quants
Key Responsibilities
Leadership & Team Management
- Lead and develop a team of quantitative analysts supporting valuation, risk analytics, and model oversight.
- Set strategic direction for the Middle Office Quant function across asset classes.
Independent Valuation & Pricing Oversight
- Oversee independent price verification (IPV) methodologies and quantitative frameworks.
- Develop and maintain benchmarking tools for derivative and bond valuations.
- Review complex or disputed trades and provide escalation/decision support.
Risk & Analytics Support
- Lead development of analytics supporting daily PnL, risk sensitivities, and valuation adjustments (e.g., FVA, CVA, Liquidity Adjustments).
- Analyse model behaviour, performance, and risk factor movements affecting PnL.
Model Oversight & Governance
- Oversee testing, controls, and monitoring of Front Office pricing models used for valuation.
- Collaborate with Model Validation to address findings, limitations, and model restrictions.
- Ensure alignment with regulatory expectations and internal model governance frameworks.
Process, Controls & Infrastructure
- Enhance middle‑office quantitative infrastructure, reporting processes, and analytics tools.
- Partner with Technology to implement model improvements, new valuation methods, or strategic platform changes.
Stakeholder Collaboration
- Act as the senior quant liaison between Front Office, Product Control, Risk, Model Risk, Finance, and Tech.
- Present quantitative insights at governance forums and senior management committees.
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