Specialist - Quantitative Analytics - BFS (8-12 yrs)

- Participating in the creation, execution and development of Front Office test plans

- Participation in the creation, execution and development of model monitoring plans

- Checking the consistency and accuracy of quantitative models

- Performing an extensive set of tests to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process, and should not be confused with testing that is performed as part of the independent model validation process

- Writing code (Python, VBA, C++ etc.) and refactoring code

- Support the Trading Desk if required on any quant related issues

- Compiling and presenting results

- Participating in the production of formal summary and analysis documentation and reporting

- Actively participating and contributing in team discussions on project specific areas/assignments

- Maintaining proper documentation of all processes and keeping the code up to date

- Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders

- A Master's or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc.

- 5+ Years of experience in Quantitative Analytics and Derivative Pricing

- Computer programing skills (Python, VBA, C++ or other programming languages)

- Writing documents using Microsoft Office tools, LaTeX or other word processing programs

- Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines

Job Expectations:

- Strong mathematical, statistical, analytical and computational skills

- Good knowledge of financial mathematics and financial models

- Good verbal, written, presentation and interpersonal communication skills

- Strong programing skills and use of software packages such as Python, VBA, C++

- Eagerness to contribute collaboratively on projects and discussions