Quantitative Analyst Full Time

Experis IT

Principal Accountabilities:

• Development/enhancement of methodologies and infrastructure within Fair Value Adjustments space.
• Contribution to the Analytics C++ Library and use of Python to develop new ML-based tools
• Participate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.
• Work with other teams within Global PC Analytics, eg Stress Test to ensure our infrastructure satisfies all regulatory requirements.

Major Challenges

• Ensure deliverables are aligned to expectations and timelines, ability to work under pressure
• In depth analysis/investigation and developing suitable solutions
• Ensure our models and methodologies are compliant with regulatory requirements
• Ability to adapt to sudden changes in requirements and managing stakeholder expectations
• Communication with various key stakeholders globally
• Ensuring accuracy and high quality of deliverables

Role Context

• Establish close links with Product Control, Market Risk and the Business and Independent Model Review.
• Assist in addressing regulatory driven initiatives and change.
• Close working contact with senior managers (from the Business, Product Control and Market Risk).
• Maintenance of excellent relationships with internal clients and external auditors/regulators.
• Complexity of markets and products make this a challenging and interesting role.

Education & Experience:

• University degree (Class 2:1 or equivalent)
• Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering)

Skills and Competencies:

• Strong analytical and problem solving skills
• C++ proficiency, familiarity with SQL and source control
• Knowledge of financial products (Rates, Credit, FX, Equities) and their derivatives
• Familiarity with Valuation Adjustments (XVA), Funding and Liquidity is an advantage
• Familiarity with Python is an advantage
• Excellent communication skills (both written and verbal)
• Attention to detail and consideration of timelines

2-3 years of relevant working experience