FX Options Quantitative Analyst (Vice President)
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 95K-120K (estimate) Executive-level Full Time
Tasks
- Assess and quantify model risk from limitations
- Challenge model assumptions and mathematical formulation
- Communicate model results to stakeholders
- Conduct annual model reviews
- Develop high performance analytic engines
- Develop quantitative models for FX Options market risk
- Enhance and validate quantitative models
- Evaluate model performance ongoing
- Lead model risk mitigation actions
- Manage stakeholder interactions across model lifecycle
- Participate in cross functional quantitative initiatives
- Perform independent model validation
- Prepare technical documentation for validation
- Produce analytics and reporting for risk management
- Provide mentorship to junior quantitative analysts
- Support regulatory agency interactions for model validation
- Translate business requirements into programming requirements
Perks/Benefits
- Employee assistance program
- Hybrid work option
- Learning and development resources
- Paid leave
- Paid parental leave
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | Data Analysis | Difference methods | Finite Difference Methods | Finite difference | Market Risk | Model Risk Management | Model Validation | Model risk | Monte Carlo | Numerical Methods | Option pricing | Python | Quantitative modeling | Risk Management | Risk management lifecycle | Stochastic Calculus
Education
Related jobs
-
Business Intelligence Analyst GBP 43K-50KData Engineering | Data Modeling | Data Visualization | Object-Oriented | Object-oriented programmingMid-level Full TimeLONDON, United Kingdom7h ago
-
Mid-level Full TimeManchester, Greater Manchester, United Kingdom1d ago
-
Analytics automation | Dashboarding | Data Analysis | Data Modeling | Data VisualizationContributory pension plan | Employee assistance | Enhanced family leave | Flexible working | Life assuranceMid-level Full TimeLondon, England, United Kingdom1d ago
-
Commercial Data Analyst GBP 24K-26KData Analysis | Data Modeling | Excel | KPI Tracking | Margin AnalysisDiscretionary bonus | Employee store discount | Financial support fund | Hybrid work environment | Pension matchSenior-level Full TimeSt Albans, England, AL1 5HE, GB1d ago
-
Mid-level Full TimeWembley, United Kingdom1d ago
-
Goldman Sachs Asset & Wealth Management - Quantitative Investment Strategies (QIS) - ETF Analyst- London GBP 75K-95KData Analysis | Derivatives | ETFs | Excel | Liquid alternativesMid-level Full TimeLondon, Greater London, England, United Kingdom1d ago
-
R&D Data Analyst GBP 35K-35KAccess | Data Governance | Data Literacy | Data Management | Data ModelingAnnual bonus | Discounted staff shop | Flexible working | Hybrid working | Pension schemeEntry-level Full TimeLeeds Office and R&D, United Kingdom1d ago
-
Mid-level Full TimeCanary Wharf, 1 Churchill Place, United …1d ago
-
Internal Fraud Analytics GBP 28K-34KArtificial Intelligence | Controls | Dashboards | Data Lineage | Data ModelingEntry-level Full TimeNorthampton, Barclays Campus, Pavilion Drive, United …1d ago
-
R&D Data Analyst GBP 35K-35KAccess | Data Governance | Data Management | Data Modeling | Data VisualizationDevelopment opportunities | Discounted staff shop | Flexible working | Hybrid working | SharesMid-level Full TimeEngland, United Kingdom1d ago
-
Business Intelligence | DBT | Data Transformation | ETL | Machine LearningCompany pension | Enhanced parental leave | Flexible benefits | Flexible hybrid working | Healthcare optionsMid-level Full TimeReading, King’s Road, United Kingdom1d ago
-
Business Intelligence | DBT | Data Modeling | ETL | Machine LearningCompany pension | Enhanced parental leave | Flexible benefits | Flexible hybrid working | Healthcare optionsMid-level Full TimeReading, King’s Road, United Kingdom1d ago
-
C++ | Differential Equations | Machine Learning | Market Data | Mathematical FinanceEmployee assistance program | Generous paid time off | Hybrid work model | Learning and development resources | Paid parental leaveExecutive-level Full Time33 CANADA SQUARE CANARY WHARF LONDON, …1d ago
-
Quantitative Model Development- Associate Director GBP 101K-125KC# | CDO Pricing | Credit Hedging | Credit Risk | Credit Risk ModellingAnnual performance bonus | Discounted shopping | Flexible working | Hybrid working | Job shareMid-level Full TimeLondon 33 Old Broad Street, United …1d ago
-
Director, CCM Quantitative Analytics GBP 86K-126KC++ | Capital modeling | Credit Risk | Data Lineage | Data QualityExecutive-level Full TimeLondon, United Kingdom2d ago
-
Controls Data Analyst (Python/SQL and Power BI) GBP 26K-291KAI integration | Control Self-Assessment | Data Normalization | Data analytics | Data-Driven InsightsCommunity support | Contributory pension scheme | Cycle to work scheme | Death in service | Discounts on Retail BrandsEntry-level Full TimeLondon, ENGLAND, United Kingdom2d ago
-
Lead Data Analyst- Card Fraud GBP 72K-85KCommon table expressions | Customer Data | Customer data analysis | Data Analysis | Fraud Detection28 days holiday | Anniversary rewards | Cycle to work scheme | Dog-friendly offices | Enhanced parental leaveSenior-level Full TimeLondon2d ago
-
Senior Data Analyst - Fraud Prevention GBP 75K-103KA/B | A/B Testing | Alerting | B testing | Chargeback analysisFree mental health support | Gympass wellness benefits | Health insurance | Learning and development allowance | Paid time offSenior-level Full TimeLondon2d ago
-
People Data Analyst GBP 33K-33KBusiness Intelligence | Dashboarding | Data Analysis | Data Governance | Data QualityFlexible working | Maternity leave adoption leave paternity leave | Paid holiday | Private medical insurance | Retirement savings planMid-level Full TimeWelwyn Garden City, United Kingdom of …2d ago
-
AI machine learning | API Integration | AWS | CSS3 | Cloud NativeSenior-level Full TimeLONDON, LONDON, United Kingdom2d ago
-
Artificial Intelligence | Defined Benefit | Defined benefit pensions | Econometrics | Efficient FrontierCareer development | Inclusive work environmentEntry-level Full TimeLONDON, LONDON, United Kingdom2d ago
-
Data Analyst GBP 57K-70KDAX | Data Cleansing | Data Governance | Data Modeling | Data ReconciliationSenior-level Full TimeBirmingham, England, United Kingdom2d ago
-
Data Quality Professional GBP 26K-26KAmazon Web Services | Cloud Computing | Cloud platform | Data Analysis | Data QualityRemote workMid-level Full TimeIpswich, GB, IP5 3RE2d ago
-
Data Analyst Apprenticeship GBP 23K-23KArtificial Intelligence | Data Analysis | Data Visualization | Excel | Microsoft OfficeFlexible benefits | Paid time off | Pension scheme | Private medical insurance | Retail discountsEntry-level Apprenticeship Full TimeThorpe Wood House, United Kingdom2d ago
-
Senior Analyst, Analytics GBP 53K-78KAdvanced Analytics | Automation | Data Privacy | Data Visualization | GDPRFlexible working | Hybrid working | Night premium | Work from home optionSenior-level Full TimeLondon Central Office, United Kingdom2d ago