My client, a top tier Global Bank is currently looking for Quantitative Analyst to join their Global Product Control Analytics team based in London. Reporting into Global Head of Analytics, you will be responsible for ensuring that the derivatives pricing are at market standards and compliant with regulatory rules; develop a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions; assist the Quant Library Manager in overseeing the Analytics code library, including governance and release planning.
Develop key core modules in the libraries, e.g. curve construction, pricing engines.
Develop and run library verification plans and testing procedures.
Enhancement and maintenance of the PC analytics library (C++) and the machine learning library (Python)
Enhance and support the build framework for the release of the quant library.
Development and enhancement of the grid computing features.
Supporting and working alongside quant teams to ensure they have all the facilities to satisfy all regulatory requirements.
Enforce testing culture within the team, enforce coding best practise.
Provide training to wider Analytics team.
Ensure that processes are compliant with FIM model development standard as well as FIM governance policy.
Continuous exchange with Front Office quants on (a) model development best practise and (b) modelling choice.
Owning and managing relationships with multiple internal teams (Product Control, Development Team, Market Risk).
Master's degree in Quantitative Finance, a numerical subject (Maths, Physics) or software engineering
Strong knowledge & practical experience with C++ are required
Python and C# are advantages
Strong analytical and problem solving skills
Excellent communication skills and interpersonal skills
Attention to detail and consideration of timelines
Knowledge of financial products: Rates, FX, Credit, Equity
Experience of working within a quant space is ideal (pricing models, fair value adjustment, etc)
SQL, Excel VBA
Minimum 2 years of working experience is preferred
Please send your CV to email@example.com
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.
Internal Number: 4970579
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