Senior Quant Analyst - Top Tier Bank

London, England, United Kingdom

A Tier 1 Global bank client of ours are looking to hire a Senior Quant Analyst to join their product control function with a focus on FX analytics.

The role:

  • Providing guidance to external groups on how to address model findings and deficiencies;
  • Assisting Product Control in the proposition and refinement of fair value adjustment methodologies;
  • Assisting Product Control on Prudential Valuation and Market / Risk based regulatory requirements when required;
  • Strategic implementation of fair value adjustments (FVAs) tools to address model deficiencies or otherwise align valuations with market practice;
  • Addressing technical internal and external audit points;
  • Provide technical training and presentations to increase understanding of quantitative issues within Global Markets infrastructure groups;
  • Liaison with internal and external clients for analytical issues and enquiries;
  • Co-ordination and enhancement of PC Analytics Code Library and quantitative code;

What the client is looking for:

Education & Experience:

  • University degree (Class 2:1 or equivalent)
  • Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics)

 Skills:

  • Strong analytical skills,
  • Excellent communication skills and interpersonal skills,
  • Excellent programming skills in C++,
  • Knowledge of Machine Learning and Python is a clear advantage,
  • Extensive working experience in derivative products and their pricing models for FX,
  • Excellent cross-asset product and pricing knowledge,
  • Proven experience with project management and managing a team,
  • Proven experience with audit and regulators

Please get in touch with Bradley Handelaar or Parvyez Salam at Eames Consulting for further details -

0207 092 3250 / bradley.handelaar@eamesconsulting.com / parvyez.salam@eamesconsulting.com

London, England, United Kingdom London England GB