Quantitative Analyst VP

2 weeks ago

London, United Kingdom NatWest Group Full time

Join us as a Quantitative Analyst

  • This is an opportunity to join our Quantitative Desk Analytics team who provide desk-aligned quantitative expertise across Trading, CMU (Capital Management Unit) and Capital Markets; performing analysis, building models and delivering front-end tools
  • You’ll have the chance to solve complex analytical problems and join the team focused on Credit and XVA – providing models and tools to better analyse and manage these products.
  • You’ll enjoy lots of collaboration in this role, as you work closely with colleagues in the wider quantitative analytics group and across the bank and IT departments
What you'll do

As a Quantitative Analyst, you’ll deliver software solutions to internal clients and systems by designing, developing and maintaining pricing and risk models to support trading and risk management areas.

We’ll also expect you to support the business to promote client focus throughout strategy, communications and client engagement.

Day to day, you’ll be:

  • Working within our python-based platform (SoDA)
  • Working closely with stakeholders to develop analytics and associated tools via the SoDA framework – delivering through an appropriate platform, for example, jupyter, dash etc
  • Contributing to the core C++ analytics as appropriate
  • Ensuring that analytics are developed and delivered within a well-controlled and flexible environment
  • Undertaking investigations in a logical and planned manner of a quantitative nature, draw conclusions and present their work to peers and supervisors for assessment and feedback
  • Participating in testing of implementations and back testing of effectiveness of our models on historical data as required
The skills you'll need:

To join us in this role, you’ll hold a Master’s or Doctoral degree in science, technology, engineering or mathematics, coupled with experience of working in a quant or quant development role. In addition, we’ll be looking for excellent problem solving, computing and analytical skills.

Ideally, you’ll also bring a strong mathematical background, preferably with good knowledge in the following disciplines – probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, time series analysis.

You’ll also need:

  • Excellent programming skills, specifically in Python. C++ an advantage
  • Experience with derivative pricing models across credit/xva
  • Experience with web apps
#J-18808-Ljbffr

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Millar Associates Full time

    Job OverviewMillar Associates, a leading global investment bank, is seeking an experienced Quantitative Analyst to join their Front Office team in London. As a Snr VP or Director level Desk Quant, you will play a critical role in designing and implementing option pricing models for FX Options & Hybrids trading.The successful candidate will work closely with...

  • VP Quantitative Analyst

    2 weeks ago

    London, United Kingdom NatWest Group Full time

    Join us as a Quantitative Analyst This is an opportunity to join our Quantitative Desk Analytics team who provide desk-aligned quantitative expertise across Trading, CMU (Capital Management Unit) and Capital Markets; performing analysis, building models and delivering front-end tools You’ll have the chance to solve complex analytical problems and join...

  • VP Quantitative Analyst

    2 weeks ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a...

  • Quantitative Analyst VP

    7 days ago

    London, United Kingdom NatWest Group Full time

    Join us as a Quantitative Analyst This is an opportunity to join our Quantitative Desk Analytics team who provide desk-aligned quantitative expertise across Trading, CMU (Capital Management Unit) and Capital Markets; performing analysis, building models and delivering front-end tools You’ll have the chance to solve complex analytical problems and join...

  • Quantitative Analyst VP

    2 weeks ago

    London, United Kingdom NatWest Group Full time

    Join us as a Quantitative Analyst This is an opportunity to join our Quantitative Desk Analytics team who provide desk-aligned quantitative expertise across Trading, CMU (Capital Management Unit) and Capital Markets; performing analysis, building models and delivering front-end tools You’ll have the chance to solve complex analytical problems and join...

  • Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom Selby Jennings Full time

    Role OverviewWe are seeking a highly skilled Quantitative Analyst to join our Front Office team at a leading Tier 1 US bank, based in London. This VP-level role focuses on XVA cross-asset models and involves collaborating directly with the trading desk.

  • Front Office CVA Quant Analyst

    2 weeks ago

    London, United Kingdom Top-Tier Global Investment Bank Full time €2,804

    Front Office CVA Quant Analyst (VP, Director), London Compensation: My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analyst for a role supporting their global CVA trading business in London. This is an excellent opportunity for an experienced front office quant with 5 to 10 years of experience to work on...

  • VP XVA Quantitative Analyst

    2 weeks ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes.Ideal candidates will be a quantitative analyst coming from a...

  • VP XVA Quantitative Analyst

    2 weeks ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes.Ideal candidates will be a quantitative analyst coming from a front...

  • VP XVA Quantitative Analyst

    2 weeks ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a...

  • VP XVA Quantitative Analyst

    7 days ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a...

  • VP XVA Quantitative Analyst

    2 weeks ago

    London, United Kingdom Selby Jennings Full time

    A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes.Ideal candidates will be a quantitative analyst coming from a front...

  • Commodities Trading Quantitative Analyst Position

    4 weeks ago

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

    Senior Commodity Derivatives Quant (VP) Role in London    A leading global Investment Bank seeks a seasoned Quantitative Analyst to join their Commodities Analytics team, with offices in London, New York & Paris.    The ideal candidate will possess expertise in derivative pricing models, numerical methods, stochastic calculus, econometrics and...

  • Quantitative Analyst

    3 weeks ago

    London, United Kingdom Spectrum It Recruitment Limited Full time

    Excellent opportunity for a passionate Quantitative Analyst to join an excellent client's team based in central London. The successful Quantitative Analyst will join a small but very talented team and will be expected to interpret, filter, and analyse very large data sets whilst working closely with other analysts and developers. The successful Quantitative...

  • Quantitative Analyst

    4 weeks ago

    London, United Kingdom Spectrum It Recruitment Limited Full time

    Excellent opportunity for a passionate Quantitative Analyst to join an excellent client's team based in central London. The successful Quantitative Analyst will join a small but very talented team and will be expected to interpret, filter, and analyse very large data sets whilst working closely with other analysts and developers. The successful Quantitative...

  • Quantitative Analyst

    2 months ago

    City of London, United Kingdom Spectrum It Recruitment Limited Full time

    Excellent opportunity for a passionate Quantitative Analyst to join an excellent client's team based in central London. The successful Quantitative Analyst will join a small but very talented team and will be expected to interpret, filter, and analyse very large data sets whilst working closely with other analysts and developers. The successful Quantitative...

  • Commodity Quantitative Analyst

    5 days ago

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

    Senior Commodity Derivatives Quant (VP, Dir), LondonA Top-Tier Global Investment Bank seeks a highly skilled Commodity Quantitative Analyst to join their Commodities Analytics team in London. This role is responsible for improving existing and implementing new derivative pricing models, creating and improving models for Gas, UK/Continental / Daily gas-curve...

  • Quantitative Analyst

    3 days ago

    London, Greater London, United Kingdom Space Executive Full time

    Quantitative AnalystOverviewSpace Executive is seeking a skilled Quantitative Analyst to join our product and technology team. As a Quantitative Analyst, you will play a critical role in providing data-driven insights to inform business decisions.ResponsibilitiesAnalyze complex data sets to identify trends and patterns.Develop and maintain predictive models...

  • Vp Credit Analyst

    2 weeks ago

    London, United Kingdom GIC Private Limited Full time

    Fixed Income & Multi Asset Job Type: Permanent With over 2,000 employees across 11 offices around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you exposure to an extraordinary network of the world’s industry leaders. As a leading global long-term investor, we work at the Point of...

  • Front Office CVA Quant Analyst

    2 weeks ago

    London, United Kingdom Top-Tier Global Investment Bank Full time €2,804

    Front Office CVA Quant Analyst (VP, Director), London Location: London Reference: FOCVA-2804 Compensation: Total to £250k + Superb Benefits Company: Leading Global Investment Bank My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analyst for a role supporting their global CVA trading business in London. This is...