VP Quant Analyst (Commodities) - Global Markets
Posted 2 days 14 hours ago by Barclay Simpson
A well-known bank is recruiting an Internal Audit Manager to join their Model Risk team in London.
Manager - IRB Quantitative Modeller Corporate/Wholesale Banking- Location: London
- Salary: to £100k + benefits
- Job type: Permanent
Our client is a key player within the UK banking world with a reputation for outstanding employee experience.
Role Accountabilities:- Design, develop, test, and document quantitative models in line with the bank's standards.
- Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks.
- Analyze and resolve issues identified in existing models.
- Proven experience as a Quantitative Analyst, with expertise in developing financial models.
- A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
- In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
- Strong programming skills in C++ (Visual Studio), including knowledge of modern C++ (C+ or later).
- Solid understanding of stochastic calculus, partial differential equations, no-arbitrage evaluation, and numerical analysis.
- Familiarity with Rates Products and Models.
- Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
- Commodities experience is essential.
- Strong expertise in C++ (C+ or beyond).
- Proficiency in Python and Excel.
- Experience with version control systems (Git) and distributed software development processes.
- Ability to manage multiple deliverables in a fast-paced environment.
- Proven problem-solving skills and attention to detail.
Unfortunately, visa sponsorship will not be provided for this role. Please only apply if you have the right to work in the UK.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
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