Intro: Our client, a Tier 1 Bank with HQ in London is looking to bring on an experienced Quant Analyst. The bank are one the largest in the world with a widespread presence across global markets. As a result of strong desk performance the team have been given additional resources to begin new projects including brand new approaches to modelling using some of the most innovative cutting edge techniques around AI and ML.
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Intro:Our client, a Tier 1 Bank with HQ in London is looking to bring on an experienced Quant Analyst. The bank are one the largest in the world with a widespread presence across global markets. As a result of strong desk performance the team have been given additional resources to begin new projects including brand new approaches to modelling using some of the most innovative cutting edge techniques around AI and ML.
Position Overview:They are seeking a highly skilled Senior Quantitative Analyst to contribute to the development of their multifunctional in-house quantitative solutions. This role will focus on pricing, risk, model calibration, and market data processing. You will be working closely with traders, sat on the trading desk, whilst also workingmunicating with risk teams and developers.
Key responsibilities:
Develop and extend pricing libraries and quality assurance tools toply with Model Risk Management regulatory frameworks. Risk and PnL analysis, improvement rmendations and tool change implementation Enhance the internal market data model for specific data types Assist in the documentation and validation of models. Upgrade tools used by traders to boost performance and efficiency. Participate in removing inactive features and dependencies from internal libraries and tools.Essential:
Strong knowledge of IR derivatives or vanilla derivatives in other asset classes ( FX) Professional capabilities in C# or C++ Approval of model changes in production affecting desk PnL (for Model Validation quants). At least 2 years of experience in front office or model validation roles.Beneficial:
Experience with interest rate curve bootstrapping, including understanding the impact of interpolation choices, instrument selection, and curve hierarchy. Clear understanding of the risk profiles of cross-currency swaps and vanilla options. Experience in modifying valuation methods such as Monte Carlo, PDE or tree.If you're interested and feel you're experience could be a good fit, please apply by attaching your CV at
Job ID PR/502927
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