- Working closely with the Market Risk, Counterparty Credit Risk, Product Control, Finance and Front Office teams to provide quantitative support and practical solutions in a timely manner.
- Demonstrating an understanding of derivatives across asset classes (Fixed Income, Inflation, FX, Equity etc.), from a theoretical perspective.
- Helping evolve the existing models into more user-friendly deployments using tools such as R-shiny or Python Dash.
- Responsible for the quantitative aspects of model development and its implementation.
- Demonstrable programming skills (Python, Dash, R, Shiny R, VBA or C++)
- Degree level education in a quantitative field, a postgraduate qualification/PhD would be advantageous.
- Proven knowledge of statistical modelling of market data, or clear evidence of mathematical or econometric skills.
- Strong technical background and experience in the finance industry.
Please also feel free to refer relevant people suitable for these job roles.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.