Join us as a Quantitative Analytics Lead
- You’ll lead and motivate our Front Office Quantitative Analytics Modelling Strategy team, providing expertise on multi-asset class portfolio profit and loss, the design and development of desk tools, and strategic Python packages
- Working with front office trading, market risk, and back-office clients, you’ll have the chance to build a wide network across India and London while contributing to long term strategic projects
- This role is available at vice president level
What you’ll do
As a Quantitative Analytics Lead, you’ll undertake project work within the modelling analytics library as well as supporting pricing and risk management software. You’ll assume investigations in a logical and planned manner, draw conclusions, and present your work to peers and supervisors for assessment and feedback. You’ll also participate in the testing of implementations and the back testing of the effectiveness of our models on historical data using Excel and Python.
Working closely with our trading desks, you’ll develop and improve pricing and risk management tools and you’ll stay up to date with new pricing and risk calculation methods to adapt to market and regulatory environment changes. You’ll also proactively identify and mitigate any potential risks and ensure that coding standards and procedures are implemented correctly.
As well as this, you’ll:
- Collaborate with the India and London Front Office Quants team, our trading desks, and our Risk and Finance teams to deliver on desk tools, automation initiatives, and regulatory projects
- Help to build out key components and packages in our in-house python library
- Promote a strong client focus throughout our strategy, culture, communications, and client engagement
- Develop and lead a team that will take ownership of, and work on client projects
The skills you’ll need
To be successful in this role, you’ll ideally have a strong technical background and understanding covering multi-asset class profit and loss analysis, risk, full revelation, and PnL explained. You’ll have experience of collaborating with traders to develop desk tools and associated infrastructure for use in real time including bond relative value analysis, NSS model, SARY model, and PCA methods. You’ll also hold a master’s or doctoral degree in a STEM subject and have excellent programming skills and knowledge of OO programming, preferably in Python.
We’re also looking for:
- Ten years’ professional experience, 5 of which spent working on derivatives pricing knowledge and 6 of which using Python programming
- Excellent problem solving, computing, and analysis skills
- A strong mathematical background, preferably with good knowledge of probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis
- A strong track record of delivering functionality guided by SOLID code architecture principles and focussing on reusability and efficiency
- Excellent verbal and written communication skills and experience of successfully managing a small or medium size team over a number of years
- A willingness to gain a working knowledge of C++
Hours
45
Job Posting Closing Date:
27/02/2025
Top Skills
What We Do
We’re a business that understands when our customers and people succeed, our communities succeed, and our economy thrives. As part of our purpose, we’re looking at how we can drive change for our communities in enterprise, learning and climate.
As one of the leading supporters of UK business, we’re prioritising enterprise as a force of change. We’re focusing on the people and communities who have traditionally faced the highest barriers to entry and figuring out ways to remove these.
Learning is also key to our continued growth as a company in an ever changing and increasingly digital world. By setting a dynamic and leading learning culture, our people prosper, and our customers are given the tools to continue to improve their financial capability and confidence.
One of the biggest challenges we all face in our future is climate change. That’s why we’ve put it right at the core of our purpose. We want to champion climate solutions with financing and entrepreneurial support, fully embed climate into our culture and decision making, and be climate positive by 2025.
We’re committed to using our purpose to break down barriers, drive change and ultimately create a great place to work.