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Senior Quantitative Analyst - Banking - London

Job Title: Senior Quantitative Analyst - Banking - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: Competitive
Reference: BBBH18194_1523473592
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: April 11, 2018 20:06

Job Description

Twenty Financial Services are currently recruiting for a Senior Quantitative Analyst for a Global Bank in London

The role will be sitting in the Product Control Analytics function. The person hired will be leading FX derivatives projects as well as contributing to the development of a robust framework (C++) which distributes quantitative solutions across all Global Markets locations

Responsibilities

Working with product control to improve fair value adjustment methods

Implementation of fair value adjustments tools to address model deficiencies

Leading FX derivatives and cross- asset projects

Management of FX Analytics projects

Improvement of C++ Library

Dealing with regulators and auditors

Skills

Degree in a quantitative discipline: PhD or MSc is highly desired

Derivatives pricing background

Outstanding programming skills in C++

Programming skills in Python is highly desirable

Extensive cross asset product knowledge

Experience with Fair Value adjustments (FVAs)

Experience in management/ leading projects