The Quantitative Strategies Group (QSG) includes a strong team focused on serving the credit desks within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of pricing models and implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction to the trading desk and developing tools to help in the trading process.
Develop and maintain desk tools in Python
Support the trading desk with use of existing models, developing new strategies
Analysis of large data sets and distilling the information contained within
Developing hedging strategies and backtesting their performance
Work closely with the XVA desks and perform assessment of different portfolios
Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary
Maintenance and performance improvements on the existing analytics library
Competencies we look for:
Strategic Thinking: Business knowledge, Innovation & Creativity
Business Results: Analytical ablity, execution
People leadership: Collaboration and team work
Personal Effectiveness: String Communication skills, Energy&drive
Skills we look for:
A good degree in a highly numerate degree subject at graduate level (Masters or PhD)
Coding skills in Python and C++
Knowledge of working within a structured software development environment which uses code control software and has a formal release process
Rigorous problem solving skills
Nice to have
Knowledge of main credit products, understanding of derivatives pricing models
Experience with large dataset analysis
Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment
Apply: If you are interested in this opportunity please send your details to us by applying online with your CV.
We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, responsibilities for dependants, physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience.