Quantitative Analyst / Developer- Global Bank
A 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 engineering
Skills 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