Join us as a Quantitative Analytics Lead
- In this key role, you’ll deliver software solutions to internal clients and systems
- You’ll design, develop, and maintain pricing and risk models to support trading and risk management areas
- This is a great opportunity to hone your existing skills and advance your career in this strategic role and contribute to our business strategy
What you'll do
As a Quantitative Analytics Lead, you’ll make sure that all quant activities are in line with the bank’s policies covering conduct, operational, and regulatory risks. We’ll expect you to support the business to promote client focus throughout strategy, communications and client engagement.
Additionally, you’ll support continuous delivery of algorithms and as required, define functional requirements, input to high level design of solution, specify technical solution and configure or write software. You’ll also define and execute unit tests and construct software, perform integration and regression.
Day-to-day, you’ll be:
- Contributing to system implementation of the models
- Making sure that coding standards and procedures are implemented correctly
- Reviewing and ensuring delivery as per agreed turnaround time, accuracy and quality
- Supporting existing model development solutions and contributing to the ongoing development activities
- Planning deployment and executing post deployment checks
The skills you'll need
You’ll need a strong mathematical and development background, with good knowledge of probability, quantitative finance, numerical methods, time series analysis, econometrics, statistics and optimisation. You’ll preferably hold a post graduate degree in Science, Technology, Engineering or Mathematics.
Additionally, we’ll expect you to have significant experience as a Quant Analyst, within a large analytics library with tier 1 or 2 Investment Banking. It’ll be advantageous if you have a good understanding of investment banking in any asset classes, such as foreign exchange, rates, credit, equities and commodities and experience of working with KDB data base.
You’ll also need:
- Knowledge of Java, C++ or C# along with Matlab or Python
- Excellent problem solving and analysis skills
- Strong programming and computing skills
- Excellent communication skills to productively liaise with colleagues in front office locations