Salary £60000 - £70000 per annum
Consultant Saba Miyar
Date posted 28 November 2016
A newly created Quantitative Analyst opportunity has arisen with one of the largest listed banks Globally and offers a fantastic career path for a qualified finance professional seeking career progression.You will be based in London working within the UK Hub to define and enhance fair value and prudent valuation methodology, provide quantitative support to Product Control and work closely with the Independent Model Review function as well as Front Office quantitative/trading teams.
You will be required to work with other areas within the team, such as Finance IT, Product Control, Group Finance, Liaise and work together with key stakeholders.
Key Quantitative Analyst responsibilities:
- Providing guidance to external groups on how to address model findings and deficiencies
- Assisting Product Control in the proposition and refinement of fair value adjustment methodologies
- Assisting Product Control on Prudential Valuation and Market / Credit Risk based regulatory requirements when required
- Strategic implementation of fair value adjustments (FVAs) tools to address model deficiencies or otherwise align valuations with market practice
- Addressing technical internal and external audit points
- Review NPDD, TAP, PIR, PER and PAG requests from the Management Office and feed into the consolidated GVG sign-off
- Provide technical training and presentations to increase understanding of quantitative issues within Global Markets infrastructure groups
- Liaison with internal and external clients for analytical issues and enquiries
- Co-ordination and enhancement of GVG Analytics Code Library and quantitative code
- Development of methodology for stress testing activities, liaising with GVG Analytics Stress Test team
Given the remit of the role, you will be a degree educated candidate (Class 2:1 or equivalent) with a Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics) is proffered..
The Quantitative Analyst is expected to have Strong analytical skills, Good programming skills in C++ or similar and Good knowledge of derivative products and their pricing model for at least one of the following asset classes: Equity, Rates, FX or Credit. Don’t rule out long term progression.
Apply today or email your CV to firstname.lastname@example.org to find out more.