Jobs

Quantitative Analyst - C++ (Commodities or Murex)


Job details
  • Quanteam
  • London
  • 4 months ago

W Posted byRecruiterOur client is one of the world’s leading financial groups. They have a global network with 2,300 offices in over 50 countries. The Group has over 150,000 employees, offering services including corporate banking,mercial banking, retail banking, wealth management, investment banking, capital markets, personal and corporate trust, and transaction banking. They conduct securities business internationally through its overseas subsidiaries. With each member of the group working in partnership with one another, they provide best in class service and products to corporate and institutional clients.

CLIENT

The Financial Engineering (FE) team supports the trading, sales and risk departments across all asset classes in London, New York, Hong Kong, and Singapore.

FE ischarged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes. Their models and tools support the trading and risk functions of several different desks via in-house developed applications run on traders’ desktops,pute grids and external cloudpute fabrics.

OVERVIEW

Provide the business (Global Marketmodities, Global Structured Credit Solutions) with flexible, scalable and taylored user software applications where proximity developments and resources are necessary. Main users are front office (trading, sales and structuring) but the team also provides tools to control and support (Middle office, Marpl, back office, trade support) teams when necessary.

The team contributes in designing and implementing a resilient, efficient and scalable Information System for GMC, in close cooperation with other relevant IT, business and operational teams in London and worldwide.

As part of the GMC IT department, the team follows itsernance.

PROFILE

Functional / Technicalpetencies

- Murex experience
- Ideally knowledge inmodities
- C++

Work Experience

Experience in front office, risk or model validation.

Education / Qualifications

MSc or PhD in relevant area.

Very good to have

Good mathematical and financial modelling skills in rates understanding of HW, local and stochastic vol models. Good knowledge in numerical methods and Monte Carlo valuation ( variance reduction techniques, greeksputation…)

Personal requirements

Results driven, with a strong sense of accountability. Strong problem-solving and numerical skills. A creative and innovative approach to work. Excellent attention to detail and accuracy.

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