Job Overview

Quantitative Analyst

Location: London Salary: c£65,000
Type: Permanent Contact: Bradley Handelaar
Posted: 5 months ago

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