Senior Quantitative Analyst (OVA5544)

Responsibilities Includes:

  • Collaborate with cross-functional teams in analysing and documenting existing non-linear trading functionality and its use within the business.
  • Analyse the financial costs of risk and uncertainty.
  • Play a lead role in solutioning future trading integration requirements through existing APIs and backend integration.
  • Act as a liaison between technical teams and business stakeholders to ensure seamless communication and project execution of inflight projects.
  • Provide expert support and training to internal teams and clients of the platform.
  • Conduct regular product reviews and updates to ensure alignment with market needs.
  • Qualifications
  • BSc in Mathematical Sciences (Computational Science), BSc Financial Engineering, BSc Actuarial Science and Financial Mathematics, or B.Eng Engineering
  • Professional: CQF – Certificate in Quantitative Finance, or CFA – Chartered Financial Analyst

Experience

  • Cross Asset Trading and Risk (CATR) – Quantitative Analysis
  • Derivatives Trading (Volatility)
  • X Valuations and Analytics
  • Deep Skills in Trading Applications: Proficiency in platforms like Front Arena, Murex, or Calypso.
  • Software skills: Python, C++, C#, SQL, VBA, R, Matlab, Java
  • Strong Analytical and Problem-Solving Skills: System analysis, ability to analyze complex data and develop effective solutions.
  • Excellent Communication and Interpersonal Abilities: Clear communication with stakeholders, team members, and clients.
  • Project Management Expertise: Proven track record in designing, executing, and validating requirements from cradle to grave.
  • Technical Proficiency: Understanding of programming languages (e.g., Python, SQL) and financial modelling.
  • Risk Management: Knowledge of risk management practices and regulatory requirements.
  • Leadership and Team Management: Ability to lead cross-functional teams and manage multiple projects simultaneously.
  • Adaptability and Flexibility: Ability to adapt to changing market conditions and technological advancements.
  • Client Relationship Management: Building and maintaining strong client relationships.
  • Strategic Thinking: Ability to align project goals with broader business objectives

Senior Quantitative Analyst – Pricing & Risk (CONTRACT)

Please see job role.

Senior Quantitative Analyst – Pricing Risk (CONTRACT)

A premier Financial Markets house is looking for experienced Risk or Front Office Quant to join its Quantitative Division

Role

  • Developing and enhancement of models and analytics for new platform
  • Development of Pricing and Risk models for Library
  • Configuration and validation of new products
  • Supporting the development of a new Stress testing environment
  • Delivering best in class documentation and maintenance of directories

Individual

  • Track record of achievements in either a front office, Risk, Line-2 or Quant Dev environment
  • Experience of Linear Rates, OTC and Commodities advantageous
  • Exposure to analytical techniques such as simulations, regression analysis, optimization and Time series analysis
  • Exposure to R, Python, C (# or ++), VBA, Mathematica advantageous
  • Strong academic achievement at a Masters or Doctoral level within a STEM discipline
  • Actuarial, CQF & Master of Applied Finance qualifications also of interest.
  • Impeccable communications both written and verbal