Senior Director (Quantitative Strategist) | Capital Markets | Economic & Financial Consulting
FTI Consulting
- London
- Permanent
- Full-time
- Valuation and Risk management (e.g., valuation of derivatives, financial instruments or bespoke structures with embedded optionality, such as energy supply contracts or PPAs; market/credit/liquidity/operational risk management or management of bespoke complex risk in niche markets, such as shaping or swing risks in energy portfolios)
- Disputes, Litigation & Arbitration (i.e., independent or party appointed expert witness)
- Investigations (e.g., rogue trading, market manipulation, best execution)
- Support to companies in special situations (e.g., restructuring, transactions)
- Project management: planning and budgeting of work products, staffing project teams, acting as day-to-day contact points for clients;
- Directing project teams: assigning responsibilities to team members, ensuring that work is progressing, reviewing work output from team members, coaching and appraising performance of junior colleagues;
- Providing key technical inputs: sharing ideas on appropriate approaches for analyses, redirecting analysis as needed, ensuring work is robust;
- Drafting deliverables: taking responsibility to draft (with the support of junior team members) client outputs, such as expert reports.
- BA/BSc, MSc, PhD in a quantitative discipline; preferred candidates will have a post-graduate qualification and/or relevant professional qualifications (e.g. CA, CFA, CQF, FRM, CAIA);
- 6 to 10+ years of relevant work experience in quantitative modelling, derivative valuation or risk management roles in investment banking, asset management, energy/commodity companies or consulting;
- Prior work experience in an advisory capacity and/or delivering projects in a contentious context (e.g., litigation, arbitration, investigations) is preferred but not essential
- a good understanding of financial instruments and derivatives valuation and/or risk management techniques in one or more asset classes (e.g., equity, foreign exchange, fixed income, credit, cryptocurrencies, digital assets, commodities, and energy);
- experience in energy markets preferred;
- familiarity with energy or financial market regulation is considered an advantage;
- the capacity to critically evaluate and compare different sources of information and assumptions to assess reliability;
- the ability to develop and apply robust methods to address complex economic and/or financial issues;
- the ability to manage multiple projects simultaneously, meeting deadlines whilst having to rely on inputs provided by others;
- the ability to communicate effectively and authoritatively, verbally and in writing, both internally and with clients.
- the ability to report and interact with all levels in an organisation (finance, legal, marketing, operations, IT);
- proficiency in MS Word, Excel and PowerPoint;
- working programming knowledge particularly in Python and potentially in other languages (e.g., R, C++);
- working knowledge of market data systems (e.g., Bloomberg, Thomson Reuters, ICIS)
- Employee Status: Regular
- Exempt or Non-Exempt?: Exempt
- Job Family/Level: Op Level 4 - Sr Director
- Payroll Expense Type: Direct (Billable)