Quantitative Analyst

Key Skills

Python Programming, Scala Programming, C++, Java Programming, Machine learning techniques, Data science techniques, SQL, Apache Hadoop, MapReduce, TensorFlow, PyTorch, R Programming

Job Description

LOB: Global Credit Technology

Corporate Title: Vice President

Location: London

Here in our London office we are looking to recruit for a Quantitative Analyst. This role is to support/lead Front Office trading Initiatives and regulatory projects, and you will have the opportunity to manage within the front office technology initiatives on trade capture, risk and P&L, regulatory reporting on credit products.

Responsibilities include:

• Risk Engine computes Risk, PL Explain, ledges and complex scenarios for bond, credit derivatives, interest rate derivatives, loans and mortgage derivatives. The numbers produced by this system are used by traders, risk managers and MO personnel on a daily basis
• Working with traders and portfolio strategist to ensure the daily risk is delivered accurately and on time
• Providing business analysis support to traders, risk managers, trading support personnel and Finance - this includes explaining and justifying Risk, P/L Explain and GL numbers
• Assisting business teams in system User Acceptance testing planning and execution
• Team with FO Quant, Risk Quant, model validation and analytics developers to support new credit derivative products and model valuation. Ensure that the numbers produced by the RE are correct as the RE is enhanced and improved
• Participating in various retirement, business enablement and regulator initiatives with business and horizontal Technology teams
• Acting as primary sign-off point, coordinate deployment and go live plans with Tech & business partners

The Team:

The candidate will join a global team of business/product specialist with focusing on credit trading area. The team have been providing critical support functions to trading desks for the past 16 years.

Core Skills:

• Master's degree or PhD required (preferably in Mathematics, Statistics, Physics or related field).
• Extensive knowledge of fixed income finance, option pricing and modelling
• Previous experience in producing PV and sensitivities on Excel with Quant library
• Proven programming skills (Python, C++, SQL, or equivalent object-oriented programming)
• Experience in high pressure working environment within a financial institute
• Ability to successfully lead and deliver complex/critical projects in challenging environments
• Experience in Agile/Scrum Management and Agile Tools
• Ability to multitask across several project and assignment
• Experience operating in a decision-making role
• Experience facing off to the business
• Good leadership and communication skills and collaborate effectively across diverse/global team