Associate / Vice President, Quantitative Analyst

London, United Kingdom
Ref: 85859 Contract: Full-Time Posted: 13/02/19 Closes: 27/03/19

We're hiring a Quant Analyst to join us in London

  • This is a chance to join NatWest Markets' Global Quantitative Analytics team, responsible for pricing, execution, and risk management models across the bank
  • You'll have the opportunity to combine solving complex analytical problems, and have a direct impact on day-to-day trading activity
  • The role is available at Associate or Vice President level
  • This vacancy opens on 13/02/2019 and close on 13/03/2019

What you'll do

Joining the Global Quantitative Analytics team, you'll be undertaking project work within the modelling analytics library, as well as supporting pricing and risk management software. You'll carry out quantitative investigations in a logical and planned manner, drawing conclusions and presenting your work back to peers and supervisors for assessment and feedback.

Your contribution will include:

  • Writing efficient implementations of the models in the global quant team C++ library
  • Taking part in testing implementations, and back testing the effectiveness of our models on historical data using Excel and Python
  • Working closely with trading desks to develop and improve pricing and risk management tools
  • Staying at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes, such as LIBOR discontinuation and the FRTB

The skills you'll need

This role is suitable for someone with excellent problem solving, computing and analysis skills. You'll have a strong mathematical background ideally with good knowledge in probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis. Experience with pricing models used for rates or XVA products would also be welcome.

We'll also be looking for:

  • A postgraduate degree in a STEM discipline
  • Strong derivatives pricing knowledge developed through professional experience
  • Excellent programming skills, with knowledge of object orientated programming, preferably in C++
  • Excellent communication skills, both verbally and in writing

How we'll reward you

In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.

Visit our reward and benefits page for more information on the benefit packages we offer.

Inclusion

At NatWest Markets we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we’ll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles.

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you’ll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.