Strategic Quantitative Analyst

1 month ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Front Office Quantitative Strategist

Join our team of experts in the Front Office Analytics Strat team at a Top-Tier Global Investment Bank, working to migrate all Global Markets businesses to a single strategic analytics platform.

We are seeking a highly skilled Strategic Quantitative Analyst to deliver 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 focus on cross-business risk management and capital calculations.
  • Development of cross-business risk and market databases, enabling all functions to access risk and market data in a consistent taxonomy.
  • Contribution to the modelling and definition of risk & capital calculations and work with experienced quants on implementation.
  • Development of bank's Market and Credit RWA processes, definition of proxies and construction of benchmarks and analytic functions linked to market data.

Essential Skills & Experience:

  • Strong computing and programming 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.


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