Senior Quant Analyst/Developer - XVA/Python/In-Business Risk

Senior Quant Analyst/Developer - In-Business Risk/XVA/Python sought by leading investment bank based in Canary Wharf.

**Inside Ir35 - 3 days a week onsite**

The Market Quantitative Analysis (MQA) team is looking for an experienced Quantitative Analyst to support the front office In-Business Risk team, working along with the trading and XVA desks in managing their market risk metrics, stress loss and regulatory capital.

Responsibilities:

Some key responsibilities include:

• Build analytical tools and applications for the business and traders' use to assess market risk, stress loss and capital metrics.
• Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
• Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
• Liaise with asset class quant teams to improve existing pricing models, to align with regulatory requirement and strengthen the process used for calculating risk metrics and valuation.
• Develop well-structured high-quality code and contribute to in-house python analytics libraries.
• Stay attuned to recent AI/ML advances, harnessing their power to bolster business support and analysis.
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.

Qualifications:

• 4+ years of experience in quantitative modelling in the financial industry. Must possess product knowledge of at least one asset class.
• Must have strong technical/programming skills such as in python or C++. Experience in collaborative code development through use of Git/Bitbucket and similar platforms. Familiarity with software development principles. Ability to design, structure, and modularize complicated programs.
• Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools such as Tableau.
• Familiarity with SQL, and experience working with large datasets. Skilled in data cleaning, transformation, and processing using Python libraries such as pandas.
• Understanding of commonly used market risk metrics and method such as VaR, stress testing.
• Clear and concise written and verbal communication skills.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Education:

• A PhD or Master's in a technical discipline such as physics, mathematics, computer science, quantitative finance, statistics or similar would be beneficial.

Please apply within for further details or call on

Alex Reeder
Harvey Nash Finance & Banking