The CPM Quantitative Strategies Group (QSG) is looking to hire an Associate (or VP) to support expanded deliverables from the FVA, CVA, KVA, and IA desks. The roles include development and implementation of C++ based analytics and python based applications to support day-to-day trading activities as well as regulatory requirements.
The roles span across all asset classes including Equity, Credit, IR, FX and Mortgages. Although the candidates are not expected to have in depth knowledge across all of these, it is important that they possess good business and modeling knowledge for at least some of these asset classes. The role requires good skills in both programming, and financial modeling. Finally, excellent communication skills, both verbal and written, are required.
Detailed design & development of front office pricing models and IT systems
Global team providing solutions across lines of business and asset classes.
Opportunities to work on a variety of complex models
Working entirely in the Front Office alongside quant colleagues & trade specialists
Support traders, research strategies and regulatory requirements to a large degree
Competencies and Requirements:
Educated to Masters or PhD or equivalent level
Proven experience within a relevant quant/finance field
Excellent programming skills in python and C++
Good business and modeling knowledge across asset classes
Excellent communication skills
Excellent mathematical skills
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.