David Collins

David Collins Email and Phone Number

Head of Rates Quantitative Development @ NatWest Markets Plc
London, GB
David Collins's Location
London, England, United Kingdom, United Kingdom
David Collins's Contact Details

David Collins work email

David Collins personal email

n/a
About David Collins

David Collins is a Head of Rates Quantitative Development at NatWest Markets Plc. He possess expertise in interest rate derivatives, trading systems, fixed income, financial risk, derivatives and 8 more skills.

David Collins's Current Company Details
NatWest Markets Plc

Natwest Markets Plc

View
Head of Rates Quantitative Development
London, GB
Website:
natwestgroup.com
Employees:
42759
David Collins Work Experience Details
  • Natwest Markets Plc
    Head Of Rates Quantitative Development
    Natwest Markets Plc
    London, Gb
  • Natwest Markets Plc
    Head Of Rates Quantitative Development
    Natwest Markets Plc Aug 2020 - Present
    London, England, United Kingdom
  • Natwest Markets Plc
    Quantitative Developer
    Natwest Markets Plc Nov 2014 - Aug 2020
  • Natwest Markets Plc
    Business Analyst
    Natwest Markets Plc Aug 2010 - Oct 2014
    London, United Kingdom
    Front Office Risk and PnL Migration Test Team• Responsible for providing third level support for core Risk and PnL Engine• Responsible for investigating critical issues, documenting issues and providing fixes where possible and also communicating details to the Development team• Close interaction with Development team to prioritise issues/bugs and suggesting new functionality based on feedback from and interaction with users• Responsible for UAT testing of all bug fixes and… Show more Front Office Risk and PnL Migration Test Team• Responsible for providing third level support for core Risk and PnL Engine• Responsible for investigating critical issues, documenting issues and providing fixes where possible and also communicating details to the Development team• Close interaction with Development team to prioritise issues/bugs and suggesting new functionality based on feedback from and interaction with users• Responsible for UAT testing of all bug fixes and updates, and also coordinating roll out of changes to Production. • Responsible for the regression testing of the Risk Engine, ensuring risk results are as expected and coordinating sign off from Front Office, Finance and Market Risk for each release.• Daily interaction with Front Office, Finance and Market Risk including carrying out adhoc risk requests and advising on available functionality.• During migrations from legacy risk systems to the core risk system, responsible for setting up new risk batches, testing the new batches to ensure no impact on existing batches, ensuring results are correct, and investigating any pricing differences and raising to the relevant people where appropriate.• Other tasks involve working closely with the Quantitative Analysts/Developers including managing the Analytics Releases, testing of new Analytics and coordinating signoffs across multiple business areas whilst making sure all changes are fully explained to users.• Managing and prioritising work of the Migration and Regression team including people management Show less
  • First Derivatives
    Financial Consultant
    First Derivatives Jan 2010 - Sep 2013
    Dublin/London
    January to July 2010, Business Analyst• Responsible for designing and analysing the specifications of risk control features and dealer intervention facilities enabling manual price adjustment, spread/skew manipulation and other advanced features.• Testing and analysis of advanced liquidity management and netting options in relation to the main system ensuring they satisfied the clients specifications• Overseeing testing of all other areas of the systemAugust 2010 to… Show more January to July 2010, Business Analyst• Responsible for designing and analysing the specifications of risk control features and dealer intervention facilities enabling manual price adjustment, spread/skew manipulation and other advanced features.• Testing and analysis of advanced liquidity management and netting options in relation to the main system ensuring they satisfied the clients specifications• Overseeing testing of all other areas of the systemAugust 2010 to September 2013, Consulting in RBS Show less
  • Aviva Ireland
    Student Actuary
    Aviva Ireland Jan 2008 - Sep 2008
    Dublin, Ireland
    • Worked in the Pricing Department on the Home and Motor Insurance Lines.• Completed and analysed monthly reports on profitability.• Led project on re-writing of premium calculation software in SAS for testing of potential model changes.

David Collins Skills

Interest Rate Derivatives Trading Systems Fixed Income Financial Risk Derivatives Financial Markets Investment Banking Capital Markets Business Analysis Sql Structured Products Options Fx Options

David Collins Education Details

Frequently Asked Questions about David Collins

What company does David Collins work for?

David Collins works for Natwest Markets Plc

What is David Collins's role at the current company?

David Collins's current role is Head of Rates Quantitative Development.

What is David Collins's email address?

David Collins's email address is da****@****rbs.com

What schools did David Collins attend?

David Collins attended Dublin City University.

What are some of David Collins's interests?

David Collins has interest in Technology, Gadgets, American Sports.

What skills is David Collins known for?

David Collins has skills like Interest Rate Derivatives, Trading Systems, Fixed Income, Financial Risk, Derivatives, Financial Markets, Investment Banking, Capital Markets, Business Analysis, Sql, Structured Products, Options.

Who are David Collins's colleagues?

David Collins's colleagues are Manish B., Shagun Dutta, Claire Higgins, Manoj Kumar V, Scott Campbell, Sailaja K, Niall Paterson.

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