Front Office Quant Strat, Capital, FRTB

4 weeks ago

London, United Kingdom Top-Tier Global Investment Bank Full time €250,000
Front Office Quant Strat, Capital, FRTB (VP), London

London

Ref: RCQD-1008

Total up to £250k + Benefits

FRTB, Risk & Capital, Front Office Credit Quant Group

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk. As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

  • Development of a C++ quant library across Front Office, Risk, Finance and Treasury with a particular focus on the delivery of cross-business risk management and capital calculations.
  • Development of cross-business risk and market databases, enabling all functions (Front Office & second line) to access risk and market data in a consistent taxonomy in the same analytical library.
  • Depending on your quant / modelling expertise, contribute to the modelling and definition of risk & capital calculations and work with experienced quants on the implementation of these models.
  • Development of bank’s Market and Credit RWA processes, definition of proxies and construction of benchmarks and various analytic functions linked to the market data (calibrations, interpolation, observability, backtesting).

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong computing and programming (coding) skills, preferably C++ and Python.
  • Experience of writing production code and a strong desire to continue doing this on a day-to-day basis.
  • Strong quantitative analytic, modeling, pricing and risk management skills and experience in financial services 
  • Strong numerical, mathematical and data modelling skills.
  • Demonstrable experience of working as, or very closely with, FO Quants.
  • MSc / PhD in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering. #J-18808-Ljbffr]]>

  • Front Office Quant Strat

    4 weeks ago

    London, United Kingdom Millar Associates Full time

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits Top-Tier Global Investment Bank FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic...

  • Front Office Quant Strat

    3 weeks ago

    London, United Kingdom Millar Associates Full time

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits Top-Tier Global Investment Bank FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic...

  • Front Office Quant Strat, Capital, FRTB

    1 month ago

    London, United Kingdom Top-Tier Global Investment Bank Full time €250,000

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides...

  • Front Office Quant Strat, Capital, FRTB

    3 weeks ago

    London, United Kingdom Top-Tier Global Investment Bank Full time

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides...

  • Front Office Quant Strat, Capital, FRTB

    3 weeks ago

    London, United Kingdom Top-Tier Global Investment Bank Full time €250,000

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides...

  • Front Office Quant Strat, Capital, FRTB

    3 weeks ago

    London, United Kingdom Top-Tier Global Investment Bank Full time €250,000

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides...

  • Front Office Quant Strat, Capital, Frtb

    2 weeks ago

    London, United Kingdom Millar Associates Full time

    **London** **Ref: RCQD-1008** **Total up to £250k + Benefits** **Top-Tier Global Investment Bank** **FRTB, Risk & Capital, Front Office Credit Quant Group** The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant...

  • VP of Data

    7 days ago

    London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time £250,000

    Front Office Quant Strat, Capital, FRTB (VP), London London Ref: RCQD-1008 Total up to £250k + Benefits FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant...

  • Quant Risk Frtb

    3 weeks ago

    London, United Kingdom eFinancialCareers Full time

    WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...

  • Quant/Strat - Commercial Banking (Financial Resource Management)

    1 month ago

    London, United Kingdom Barclay Simpson Full time

    Job Description Our client is a Global Banking Leader in London who are looking for an experienced Quant/Strat to join a high performing team who focus on increasing revenue, optimising use of capital, and responding to new business opportunities. As a Quant Strat you'll play a pivotal role in shaping the financial objectives while collaborating with...

  • Quant/Strat - Commercial Banking (Financial Resource Management)

    1 month ago

    London, United Kingdom Barclay Simpson Full time

    Our client is a Global Banking Leader in London who are looking for an experienced Quant/Strat to join a high performing team who focus on increasing revenue, optimising use of capital, and responding to new business opportunities. As a Quant Strat you'll play a pivotal role in shaping the financial objectives while collaborating with various teams to...

  • Quant/Strat - Commercial Banking (Financial Resource Management)

    1 month ago

    London, United Kingdom Barclay Simpson Full time €110,000 - €130,000

    Our client is a Global Banking Leader in London who are looking for an experienced Quant/Strat to join a high performing team who focus on increasing revenue, optimising use of capital, and responding to new business opportunities. As a Quant Strat you'll play a pivotal role in shaping the financial objectives while collaborating with various teams to...

  • Junior Quant Strategist

    2 weeks ago

    London, United Kingdom Deutsche Bank Full time

    **Job Title**:Junior Quant Strategist **Location **London **Corporate Title **Associate Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and...

  • Quant Strategist

    4 weeks ago

    London, United Kingdom Deutsche Bank Full time

    **Quant Strategist**: **Job ID**:R0305258**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-03-08**Location**:London**Position Overview**: **Job Title **Quant Strategist **Location **London **Corporate Title **Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between...

  • Front-Office Quant Dev

    4 weeks ago

    London, UK, United Kingdom Quanteam Full time

    WHO WE ARE Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...

  • Front-Office Quant Dev

    1 month ago

    London, United Kingdom Quanteam Full time

    WHO WE ARE   Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.   Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...

  • Front-Office Quant Dev

    2 months ago

    London, United Kingdom Quanteam Full time

    WHO WE ARE   Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.   Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial...

  • Quant/Strat - Commercial Banking (Financial Resource Management)

    7 days ago

    London, Greater London, United Kingdom Barclay Simpson Full time £110,000 - £130,000

    Our client is a Global Banking Leader in London who are looking for an experienced Quant/Strat to join a high performing team who focus on increasing revenue, optimising use of capital, and responding to new business opportunities.As a Quant Strat you'll play a pivotal role in shaping the financial objectives while collaborating with various teams to...

  • Senior Commodity Quant Strat

    2 weeks ago

    London, United Kingdom Hays Specialist Recruitment Limited Full time

    Senior Commodity Quant Strat | Independent Energy and Commodities Trading Firm | Up to £160,000 plus Bonus Do you want to build a greenfield risk platform and author a core pricing library? Do you want to work for the world's largest independent energy trading company? Are you an experienced Quant Strat with strong experience to financial commodities...

  • Frtb Sme

    2 weeks ago

    London, United Kingdom Xcelyst Limited Full time

    **Experience** 5+ years **Job Duties** We are looking for a talented and experienced Market Risk domain professional with sound knowledge and experience in market risk projects especially with FRTB implementations for one of our global Investment Banking Client. - Helping to define and deliver the Front to Back target operating model, respective...