Quantitative Analytics recruitment
The role will sit in the wider Valuations function and is part of the Global Markets infrastructure with representation in London, Paris, New York and Hong Kong. The team sits across all asset classes and is a specialist quantitative function that is responsible for:
1. Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk) models.
2. Support of Product Control in the proposition, refinement and implementation of fair value adjustment methodologies.
3. Development and support of quantitative tools and resources to enhance the control framework.
4. Quantitative support, where required, to Product Control and Market Risk Management.
The position will have the primary responsibility to ensure that the wider function provides assistance to the key stakeholders in understanding, (a) Model Limitations, (b) Off-System valuations and Computing tools (c) Valuation Consultancy.
This position requires candidates to have a strong technical background but also have strong communication skills as you will be required to work closely with a number of Product Control teams, Front Office quantitative groups, systems developers, Market Risk Management and the Model Review team.
The successful candidate will ideally be/have:
• Degree educated (Class 2:1 or equivalent)
• A Masters or PhD degree in a numerical subject (Maths, Physics, etc)
• Strong analytical skills
• Excellent communication skills
• Good programming skills, VBA, C++
• Good interpersonal skills
• Experience of working as a quantitative analyst or in a relevant highly technical role valuation/risk role.