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.
- 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
- 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 works 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