Associate Quantitative Analyst - London, United Kingdom - Page Personnel Finance

Page Personnel Finance
Page Personnel Finance
Verified Company
London, United Kingdom

1 week ago

Tom O´Connor

Posted by:

Tom O´Connor

beBee Recruiter
Description

The individual would provide quantitative support to Product Control (both Core and Valuations) in all areas of Fixed Income, work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Markets IMR) and the FrontOffice quantitative/trading teams.


Client Details
My client is a world leading bank with global outreach.


Description

  • Provide quantitative support on Fixed Income derivatives in the Fair Value Adjustments space
  • Work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Independent Model Review) and the Front Office quantitative/trading teams
  • Development/enhancement of methodologies and infrastructure within Fair Value Adjustments space for the Fixed Income work stream.
  • Contribution to the Analytics C++ Library
  • Participate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables

Profile

  • Strong analytical and problem solving skills
  • C++ proficiency, familiarity with SQL and source control
  • Knowledge of financial products (preferably Rates) and their derivatives
  • Familiarity with Valuation Adjustments (XVA), Funding and Liquidity is an advantage
  • Familiarity with Python is an advantage
  • Excellent communication skills (both written and verbal)
  • Attention to detail and consideration of timelines

Job Offer
The role offers a competitive salary, bonus and benefits package.
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