Quantitative Desk Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Join us as a Quantitative Desk Analyst

You'll use your development expertise on highly technical and specialist aspects of the analytics library
Daytoday, you'll combine solving analytical problems with having a direct impact on trading activity, while making sure analytics are delivered in a wellcontrolled and flexible environment
This highprofile role will bring you excellent opportunities across the bank, as well as the chance for continuous career development

What you'll do
Our Global Quantitative Analytics team is responsible for pricing, execution, and risk management models across NatWest Markets.

While working in the team, you'll work closely with trading desks to develop and improve pricing and risk management tools throughon-desk analytics frameworks.

You'll also be responsible for:

Delivering in Python, Jupyter and Excel
Investigating and introducing new technologies and features into the library
Migrating, refactoring, and restructuring code for newly introduced technologies
Working on safety, high performance algorithms, multicore, and multiprocessor development
Identifying potential progression for new areas to develop

The skills you'll need
We're looking for someone with experience in financial products or investment banking concepts.

You'll also need a good mathematical background, preferably with knowledge in probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, or time series analysis.

You'll also need:

A good computer science background with programming skills, such as C++ and Python
Experience with pricing models used for rates products
Database knowledge, preferably KDB or SQL