A global top tier bank are looking for a Quantitative Analyst to join an established function that offers fantastic career development and progression.
Key activities:
- 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 functions 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.
Skills and competencies:
- 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
Please get in touch with Bradley Handelaar at Eames Consulting to apply or discuss in further detail
