Quantitative Analyst - London, United Kingdom - eFinancialCareers
Description
Quantitative Analyst - Risk and PnL - VP level (SQL, XML, Python)
Your future are a world-renowned European Investment Bank specialising in elite level quantitative solutions.
You will be joining the Platform Strats team within Group Strategic Analytics. The team is responsible for delivering platforms to solve quantitative problems for the Investment Banking trading businesses.
You will be part of the Quantitative Analytics team,working closely with trading users to deliver enhancements and quantitative support for the Intraday Risk and P&L platform.
This platform is used by over 150 traders and provides ticking and event-driven intraday risk and P&L for flow trading desks globally.
You will be responsible for analysing requirements, implementing scripted configuration changes, performing analysis to support risk and P&L calculations, and be involved in management of projects.
Responsibilities of theQuantitative Analyst - Risk and PnL - VP level (SQL, XML, Python)
- Performing analysis of quantitative and functional risk and P&L requirements from trading desks.
- Working with other Strats, Quants and Developers to deliver these.
- Responsible for implementing configuration and scripted changes to rapidly deliver changes to production (SQL, XML, Python).
- Responsible for investigating risk and P&L queries from users.
- Coordinating testing with endusers, developers, testers, and Support teams.
Requirements of theQuantitative Analyst - Risk and PnL - VP level (SQL, XML, Python)
- Good understanding of derivatives products, risk and P&L, market data and calibrations.
- Experience working with Credit and Rates trading businesses & products.
- Experience with SQL, XML and FpML.
- Development experience in Python, Java and/or C++ would be beneficial.
Reference:
AMC/AAN498
Position:
Quantitative Analyst - Risk and PnL - VP level (SQL, XML, Python)
Location:
London
Type:
Permanent
Salary:
£ 110,000 - £140,000 + Substantial Bonus, Pension, Private Health Care
Contact:
Alastair Andress
Telephone:
+44(0)
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