Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Quant Analyst

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

.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 theteam 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 marketdata processing. You will be working closely with traders, sat on the trading desk, whilst also working communicating with risk teams and developers.Key responsibilities:

  • Develop and extend pricing libraries and quality assurance tools to comply with Model Risk Management regulatory frameworks.
  • Risk and PnL analysis, improvement recommendations 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 (e.g. 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 youre interested and feel youre experience could be a good fit, please apply by attaching your CV at

APPLY NOW

Quant Analyst Related Jobs

© 2019 Naukrijobs All Rights Reserved