My client, a Top Tier Global Bank is looking for a Quantitative Analyst/Quant Developer to join their Global Finance Product Control Analytics team based in London. This is a PAYE contract role.
What you will be doing:
- Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in C++, Python and SQL.
- Migration of Excel applications to automated platforms.
- Contribute to internal projects to streamline production within multiple asset classes: FX, credit and equity.
- Build relationships with multiple internal teams: Product Control, Development Team, and Market Risk.
- The team aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. The team develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in Global Markets locations.
What we are looking for:
- Master's degree in Quantitative Finance, a numerical subject (Maths, Physics) or software engineering
- Strong knowledge & practical experience with C++ are required
- Python, C# ,SQL and VBA are advantages
- Experience of working within a quant space is ideal (pricing models, curve construction, etc)
- Knowledge of financial products: FX, Credit, Equity
- Strong analytical and problem solving skills
- Excellent communication skills and interpersonal skills
- Attention to detail and consideration of timelines
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.