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Job Description:
Job Title:Quantitative Finance Analyst – Quantitative Developer
Corporate Title:Vice President
Join our bustling Bromley office, situated in one of London’s greenest boroughs. Here you’ll find plentiful and easy commuting routes, with central London just 15 minutes away by train.
Role Description:
As a Quantitative Finance Analyst – Quantitative Developer within GMRA, your primary focus will be developing, maintaining and testing quantitative risk models, used by Global Markets. You should expect to contribute to the three main focuses of the team:
Process Automation: improving efficiency and reducing operational risk
Full Revaluation VaR: providing support and in-depth evaluation for the Full Revaluation VaR and FRTB IMA programmes
Strategic Risk Platform: advising and collaborating with teams across the wider organisation to centralise and better manage risk models and data
The team focuses on developing and testing new models/ systems so an innovative approach is key. Further, you will often be asked to bring your technical knowledge to other projects, requiring excellent collaboration and communication skills.
Responsibilities:
As a Quantitative Finance Analyst – Quantitative Developer within Global Risk, your responsibilities within the team will be to:
Work at the interface of Technology and Risk Quants
Collaborate with a broad number of stakeholders across the Bank
Produce production quality code to develop and maintain quantitative risk models
Clearly communicate outcomes to senior stakeholders• Improve efficiency and reduce operational risk across projects
Take ownership of systems and changes
Deliver in-line with the team’s priorities, GRA’s strategy and stakeholder’s requirements.
What we are looking for:
Bachelor’s degree or equivalent with a quantitative emphasis in areas such as mathematics, engineering, or computer science
Excellent programming ability in Python including good understanding of object oriented programming principles, coding standards, test driven development, etc
Previous job experience producing productionised Python code
Prior financial experience on different asset classes and risk metrics
Good communication skills and ability to work in a collaborative environment
Self-motivated, and an able to run with issues
Excellent attention to detail, curiosity and commitment to excellence.
Skills that will help:
Python programming experience at a large, multi-national bank, using platforms such as Quartz, Athena, SecDb
Experience with large dataset tools incl. relational databases, SQL and Tableau
Experience developing, testing or maintaining Risk models such as VaR, FRTB or CCAR
Familiarity with pricing models
UK
Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner
Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons
20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum
The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.
Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.
Access to an Employee Assistance Program for confidential support and help for everyday matters
Ability to donate to charities of your choice directly through payroll and the bank will match your contribution
Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK’s most iconic cultural institutions and exhibitions.
Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.
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