Quantitative Analyst - Rates Options Desk Quant (Vice President)
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 67K-98K (estimate) Executive-level Full Time
Tasks
- Assess risk reward for transaction decisions
- Build Monte Carlo valuation models
- Collaborate with traders and structurers on model delivery
- Create implement and support quantitative pricing models
- Develop analytics libraries for interest rate derivatives pricing and risk management
- Ensure adherence to code of conduct and supervision plan
- Escalate manage and report control issues
- Follow policies procedures and maintain required registrations
- Implement interest rate derivatives risk management tools
- Solve pricing models using partial differential equation solvers
- Work with legal compliance and risk functions on governance and controls
Perks/Benefits
- Employee assistance program
- Employee discounts
- Hybrid work model
- Learning and development resources
- Paid Holidays
- Paid parental leave
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | CMS Caps | Differential Equations | HJM | Interest Rate | Interest Rate Derivatives | Monte Carlo | Numerical Methods | Partial differential equations | Probability theory | Python | SABR | Software Design | Statistics | Swaptions
Education
Roles
Related jobs
-
Lead Data Analyst - FinCrime Operations GBP 75K-115KData Modeling | Data Pipelines | Data Quality | Forecasting | KPI DevelopmentSenior-level Full TimeLondon, United Kingdom1d ago
-
Quantitative Strategist - VP/Director GBP 70K-100KAt risk | Capital Attribution | Credit Risk | Data Libraries | FXAnnual leave | Bike2work scheme | Company pension | Gym facilities | Income protectionExecutive-level Full TimeLondon, England, United Kingdom2d ago
-
Senior Data Strategy & Analytics Specialist GBP 80K-80KCDISC | Clinical data | Cloud Data | Cloud Data Engineering | ContainerizationHybrid work structure | Onsite Days Per WeekSenior-level Full TimeWelwyn, United Kingdom2d ago
-
Data Analyst (Analytics Engineer) GBP 69K-80KDBT | Data Governance | Data Lineage | Data Modeling | Data QualityElectric car scheme | Employee discounts | Family leave | Flexible working options | Healthcare planSenior-level Full TimeCardiff, Wales, United Kingdom2d ago
-
Decision Science Analyst GBP 24K-25KCategorical Data | Categorical data analysis | Critical Thinking | Data Analysis | Generalized Linear ModelsEmployee network support | Flexible benefits | Free onsite parking | Hybrid working | Life assuranceMid-level Full TimeLeeds, United Kingdom3d ago
-
Decision Science Analyst GBP 24K-25KCategorical Data | Categorical data analysis | Data Analysis | Forecasting | Generalized Linear ModelsEmployee recognition awards | Flexible benefits | Free onsite parking | Hybrid working | Life assuranceMid-level Full TimeLeeds, Storbritannien3d ago
-
Cause analysis | Dashboarding | Data Modeling | Data Quality | Data integrationFlexible work environment | Fully remote | Professional developmentSenior-level Full TimeCheshire, United Kingdom R3d ago
-
Quantitative Analyst - FX Algo Quant GBP 63K-74KJava | KDB | Mathematical Finance | Numerical Methods | ProbabilityEmployee assistance program | Employee discounts | Generous holiday allowance | Hybrid work model | Learning and development resourcesMid-level Full Time33 CANADA SQUARE CANARY WHARF LONDON, …3d ago
-
Quantitative Analyst FX Electronic Trading GBP 137K-162KAlgorithmic trading | C++ | Cost analysis | Execution algorithms | FX TradingMid-level Full Time33 CANADA SQUARE CANARY WHARF LONDON, …3d ago
-
Data Analyst (Tech Insurance Operations) GBP 40K-50KAzure Data | Azure Data Lake | Azure Data Lake Storage | Azure Databricks | Azure SQLMid-level Full Time40 Leadenhall Street - LONDON, UK, …3d ago
-
Business Intelligence Analyst GBP 43K-50KData Engineering | Data Modeling | Data Visualization | Object-Oriented | Object-oriented programmingMid-level Full TimeLONDON, United Kingdom3d ago
-
Data Analyst - Procurement GBP 55K-79KAWS | Asset Lifecycle | Asset Lifecycle Management | Capacity Planning | Cost analysisWork-life balance programsSenior-level Full TimeLondon3d ago
-
Associate Data Analyst GBP 40K-50KAutomated Valuation Model | Business Intelligence | Data Visualization | Excel | PythonAnnual leave | Cycle to work scheme | Digital detox day | Electric car scheme | Enhanced parental leaveMid-level Full TimeLondon, England, United Kingdom4d ago
-
Associate, Data Analytics GBP 53K-58KAgile | Data Governance | Data Mining | Data Modeling | Data VisualizationBonuses | Career development | Coaching | Competitive compensation | Flexible benefitsMid-level Full Time32 GALLOWGATE:NEWCASTLE UPON TYNE, United Kingdom4d ago
-
Data Analyst (Data Collection) GBP 43K-59KData Analysis | Data Management | Data Quality | Data Visualization | Data collectionEmployee assistance | Flexible benefits scheme | Hybrid work | Income protection | Life assuranceMid-level Full TimeLondon, United Kingdom R4d ago
-
EM July 26 - Deals - TS - DIA Data Analytics -SA GBP 45K-60KAlteryx | Cash Flow | Cash Flow Forecasting | Data Analysis | Data VisualizationMid-level Full TimeLondon - 7 Morelondon Riverside, United …4d ago
-
EM July 26 - S&VC Analytics (DIA) -SA GBP 53K-74KAlteryx | Automation | Business Analysis | Dashboard Development | Data AnalysisSenior-level Full TimeLondon - 7 Morelondon Riverside, United …4d ago
-
Alteryx | Budget analysis | Business Valuations | Cash Flow | Cash flow analysisMid-level Full TimeLondon - 7 Morelondon Riverside, United …4d ago
-
Financial Risk Analytics (FRA) Analyst GBP 35K-45KBig Data | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data AnalysisContinuous learning | Flexible time off | Health care coverageEntry-level Full TimeUK - LONDON 25 ROPEMAKER STREET …4d ago
-
Mid-level Full TimeManchester, Greater Manchester, United Kingdom4d ago
-
Mid-level Full TimeWembley, United Kingdom4d 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 Kingdom4d 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 Kingdom5d ago
-
Internal Fraud Analytics GBP 28K-34KArtificial Intelligence | Controls | Dashboards | Data Lineage | Data ModelingEntry-level Full TimeNorthampton, Barclays Campus, Pavilion Drive, United …5d 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 Kingdom5d ago