Quant Risk Analyst

Role Purpose

To provide a quantitative service to Global Markets Trading and Structuring by valuing and providing a risk management service for exotic trades, performing ongoing research and development, and developing quantitative solutions for a variety of Global Markets issues.

Responsibilities

- Provide quantitative support to front and middle office across all trading desks with respect to valuations and modelling.

- Modelling structures and pricing a range of interest rate, equity and FX, Commodity and Credit products including exotic trades and hybrid derivatives.

- Assisting various business units within the bank with ad-hoc quantitative requests.

- Provide information to Market Risk, as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems.

- Perform ongoing research and development into:

Efficient numerical methods

Pricing of exotic trades and hybrid derivatives

xVAs

- Build professional working relationships with all stakeholders, displaying abilities to communicate at all levels.

- Find opportunities to leverage relationships and share knowledge.

Qualifications and Experience

- Post-graduate qualification in Mathematical Finance or MBA(Finance) or Financial Engineering or another quantitative discipline

- 4+ year's financial services, preferably banking experience

- Sound knowledge of financial instruments

- Strong financial modelling skills

- Proficient in Microsoft Office with advanced Excel and VBA

- Knowledge of object orientated languages, e.g., C++/Python (advantageous)

- Familiarity with any of the Valuation/Risk systems such as Numerix/Murex/CompatibL (advantageous)

- CFA/FRM/CQF qualification (advantageous).