Quantitative Analyst / Developer- Global Bank
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Quantitative Analyst / Developer- Global BankA Global Bank based in London is looking for a Quantitative Analyst / Developer. This will for an initial 6 Month Contract paying between £500-£550 PAYE
Role Purpose
* Product Control (PC) undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.
* PC Analytics is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. It is part of Group Finance with reporting lines to Product Control.
* PC Analytics aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.
* This is a Quantitative Analyst/Developer role to improve and streamline existing processes in order to meet the Valuation in Resolution (ViR) requirements.
Education & Experience:
* Master's degree in Quantitative Finance, a numerical subject (Maths, Physics) or software engineeringSkills and Competencies:
* Strong knowledge & practical experience with C++ are required
* Python,C# ,SQL and VBA are advantages
* Minimum 2 years of working experience is preferred
* Experience of working within a quant space is ideal (pricing models, curve construction, etc)
* Knowledge of financial products:FX, Credit, Equity
* Strong analytical and problem solving skills
* Excellent communication skills and interpersonal skills
* Attention to detail and consideration of timelines
