Quantitative Analyst - London
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The Product Control (PC) is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. PC is part of Group Finance.
PC undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.
PC Analytics aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.
This role is for PC Analytics reporting into the Global Head of Analytics. The person will assist the Quant Library Manager in overseeing the Analytics code library, including governance and release planning
* Develop key core modules in the libraries, e.g. curve construction, pricing engines.
* Develop and run library verification plans and testing procedures.
* Enhancement and maintenance of the PC analytics library (C++) and the machine learning library (Python)
* Enhance and support the build framework for the release of the quant library.
* Development and enhancement of the grid computing features.
* Supporting and working alongside quant teams to ensure they have all the facilities to satisfy all regulatory requirements.
* Enforce testing culture within the team, enforce coding best practise.
* Provide training to wider Analytics team.
* Ensure that processes are compliant with FIM model development standard as well as FIM governance policy.
* Continuous exchange with Front Office quants on (a) model development best practise and (b) modelling choice.
* Owning and managing relationships with multiple internal teams (Product Control, Development Team, Market Risk).
Skills and Competencies:
* Strong knowledge & practical experience with C++ are required
* Python and C# are advantages
* Strong analytical and problem solving skills
* Excellent communication skills and interpersonal skills
* Attention to detail and consideration of timelines
* Knowledge of financial products: Rates, FX, Credit, Equity
For further details and application information please visit our careers site, searching under reference number 0000DND3
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