Quant Finance Analyst
Job Description
Responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.
Responsibilities
• Analyse back testing results
Present back testing results and conclusions to stakeholders
• Working with model development and technology teams to implement the solutions to any issues highlighted from back testing, as part of the Model Lifecycle.
• Improving existing and establishing new methodologies to the back testing framework, defining technical requirements.
• Building new tools to enhance and automate the analysis process and developing solutions to measure the EAD/capital impact of models deficiencies.
• The candidate will add value by providing analytical feedback on items requiring regulatory remediation.
Requirements
• Broad knowledge of financial products including derivatives
• Masters or PhD degree in a quantitative discipline or finance
• Excellent quantitative / analytic skills
• Computer skills (Microsoft Excel, VBA macros, SQL, python..)
• Good knowledge of financial exposure models, sensitivities, stochastic calculus
• Strong communication and soft skills
• Product knowledge about credit asset classes
If you are interested in this position and genuinely meet the criteria please get in touch.
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