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Front Office Quantitative Analyst - Banking - London

Job Title: Front Office Quantitative Analyst - Banking - London
Contract Type: Contract
Location: London
Industry: financial services
Salary: £650 - £700 per annum
REF: BBBH14618_1489488587
Contact Name: George Marks
Job Published: 12 days ago

Job Description


Twenty Financial Services are currently recruiting for a Front Office Quantitative Analyst for a leading Capital Markets business based in London.

Based on the London trading floor the team develops models, pricing tools and system integrations. A key deliverable of this position will be to upgrade the pricing infrastructure to meet the MiFID II regulation.

Responsibilities:

  • Change Front Office end user trading and pricing applications
  • Understand trading and regulation requirements and translate this into necessary changes - C# for computation and Excel for data visualisation
  • Discuss changes with other Quants, Traders and Project Managers


Skills required:

  • Strong quantitative background
  • Very good stakeholder management experience, proven ability of interacting with traders and quants on complex issues
  • Ability to describe how a swaption as well as other basic flow products works
  • Ability to describe which risks a trader would want to see for basic products
  • Background of developing robust systems that are compliant with trading and regulatory requirements
  • Advanced C# skillset or very strong excel skillset with strong flow quant understanding
  • Highly desirable to have a good understanding of regulations such as Dodd Frank, MiFID II, FRTB or SoX