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Senior Quantitative Analyst - Banking - London

Job Title: Senior Quantitative Analyst - Banking - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £90000 - £115000 per annum
Reference: BBBH18194_1525770731
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: May 08, 2018 10:12

Job Description

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

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. They will be managing 4 people (2 in London, 2 off-shore).

Responsibilities

The role will sit within Product Control Analytics and will 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