Director, Quantitative Finance Analyst

Job Description:

The Counterparty Portfolio Management Quantitative Strategies Group (CPM QSG) is looking for a new hire, up to Director level, to support expanded deliverables to the XVA, CFD and ROG desks. The role includes development and implementation of C++ and Python based analytics, and applications to support day-to-day trading activities as well as regulatory requirements.

The role spans across multiple asset classes (including Equity, Credit, IR, FX and Mortgages), as well as collateral management and optimization. Although the candidates are not expected to have in depth knowledge across all of these, it is beneficial if they possess some familiarity and modelling knowledge for at least some of these areas. The role requires strong skills in both programming and financial modelling. Excellent communication skills, both verbal and written, are also expected.

Role Description:

• Global team providing solutions across lines of business and asset classes.

• Detailed design & development of front office pricing, automated hedging, optimization and machine learning models.

• Opportunities to work on a variety of complex applications.

• Working entirely in Front Office alongside quant colleagues & traders.

• Support traders, research strategies and regulatory requirements to a large degree.

Competencies and Requirements:

• Educated to Masters or PhD or equivalent level in a STEM field

• Work experience within a relevant quant/finance field is a plus.

• Excellent programming skills in python and/or C++.

• Excellent communication skills.

• Excellent mathematical skills.