Quant Strategist
$31,200–$31,200 year
HybridLondon, England, United Kingdom
London, England, United KingdomHybridFull Time$31,200–$31,200 yearFinancial ServicesEnterprise
Full TimeEnterpriseFinancial Services
Job Summary
Design, specification, and implementation of efficient front-to-back functionality in C++ and Python for valuation controls, including Independent Price Verification, observability, levelling, and fair value reserves. Re-engineer platform analytics and tooling to improve efficiency across the Bank while partnering with Trading, Sales, and Risk to define capital-efficient methodologies meeting regulatory standards. Develop frameworks to govern adherence to these standards and contribute to creating compliant model documentation for new models and changes.
Required Qualifications
- In-depth knowledge and experience in object-oriented programming in Python and/or C++
- Understanding of the disciplines and experience with the tools used to deliver robust high-quality applications, including e.g. source control, unit/regression testing, release/deployment controls
- A creative problem solver with a solid quantitative background (degree in a quantitative discipline like Mathematics, Physics, Finance, or Computer Science or equivalent qualification or equivalent experience), extensive analytical skills, and the ability to take ownership and work with tight deadlines
- Excellent interpersonal and communication skills with the ability to explain complex details
- Hybrid Working
- Competitive salary and non-contributory pension
- 30 days' holiday plus bank holidays, with the option to purchase additional days
- Life Assurance and Private Healthcare for you and your family
- A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
- 2 days' volunteering leave per year
Desired Qualifications
- Excellent understanding of cross-asset financial derivatives and knowledge of Valuation Control topics (such as IPV, Fair Value, or PruVal) is advantageous
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