Senior Quant Analyst/Developer - In-Business Risk/XVA/Python sought by leading investment bank based in Canary Wharf.
**Inside Ir35 - 3 days a week onsite**
The Market Quantitative Analysis (MQA) team is looking for an experienced Quantitative Analyst to support the front office In-Business Risk team, working along with the trading and XVA desks in managing their market risk metrics, stress loss and regulatory capital.
Responsibilities:
Some key responsibilities include:
- Build analytical tools and applications for the business and traders' use to assess market risk, stress loss and capital metrics.
- Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
- Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
- Liaise with asset class quant teams to improve existing pricing models, to align with regulatory requirement and strengthen the process used for calculating risk metrics and valuation.
- Develop well-structured high-quality code and contribute to in-house python analytics libraries.
- Stay attuned to recent AI/ML advances, harnessing their power to bolster business support and analysis.
- Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.
Qualifications:
- 4+ years of experience in quantitative modelling in the financial industry. Must possess product knowledge of at least one asset class.
- Must have strong technical/programming skills such as in python or C++. Experience in collaborative code development through use of Git/Bitbucket and similar platforms. Familiarity with software development principles. Ability to design, structure, and modularize complicated programs.
- Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools such as Tableau.
- Familiarity with SQL, and experience working with large datasets. Skilled in data cleaning, transformation, and processing using Python libraries such as pandas.
- Understanding of commonly used market risk metrics and method such as VaR, stress testing.
- Clear and concise written and verbal communication skills.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Education:
- A PhD or Master's in a technical discipline such as physics, mathematics, computer science, quantitative finance, statistics or similar would be beneficial.
Please apply within for further details or call on
Alex Reeder Harvey Nash Finance & Banking