C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)
Location(s): London, England, United Kingdom
GBP 90K-110K (estimate) Executive-level Full Time
Tasks
- Assess risk/reward of transactions
- Collaborate with traders and structurers
- Create implement and support quantitative models
- Develop analytics libraries for pricing and risk management
- Develop pricing models using numerical techniques
- Ensure adherence to code of conduct and plan of supervision
- Obtain and maintain required registrations and licenses
- Partner with legal compliance market risk and audit for governance
- Run Monte Carlo valuation
- Solve partial differential equation valuation
Perks/Benefits
- N/A
Skills/Tech-stack
C Sharp | C++ | Differential Equations | Java | KDB | Mathematical Finance | Monte Carlo | NET | Numerical analysis | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | SQL | Statistics
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
Related jobs
-
Data Analysis | Data Modeling | Python | SQL | Statistical AnalysisOn-the-job learningEntry-level InternshipLondon, England, United Kingdom16h ago
-
Liability Data Analyst GBP 60K-74KAudit Trail | Data Cleansing | Data Quality | Data Testing | Data TransformationAnnual performance bonus plan | Buy and sell holiday | Electric car scheme | Employee discounts | Family leaveMid-level Full TimeBrighton and Hove, England, United Kingdom17h ago
-
Health Services Intermediate Data Analyst GBP 40K-46KAutomation | Data Modeling | Data Pipelines | Data Quality | Data VisualizationAccess to Global Wellbeing Programme | Career development opportunities | Discounts through Bupa Rewards | Enhanced pension | Flexible workingMid-level Full TimeSalford Quays, United Kingdom1d ago
-
Lead Data Analyst - Investment Data Strategy GBP 60K-75KAgile | Confluence | Data Governance | Data Lineage | Data ModelingHybrid work | Up to 3 days per week from homeSenior-level Full TimeLondon, Warwick Court, United Kingdom R1d ago
-
Data Analyst GBP 45K-56KExcel | Power BI | Power Query | Python | RAnnual leave | Charity matched funding | Cycle to work scheme | Employee discounts | Healthcare benefitsMid-level Full TimeScottishPower HQ, United Kingdom R1d ago
-
Data Analyst - 6 Month FTC GBP 45K-60KAI productivity | AI productivity tools | Data Analysis | Data Visualization | Power BIMid-level Contract Full Time TemporaryLondon, United Kingdom1d ago
-
C++ | Data Analysis | Financial Mathematics | Monte Carlo | Monte Carlo SimulationExecutive-level Full TimeLocation(s): London, England, United Kingdom1d ago
-
C++ | Data Analysis | Financial Mathematics | Governance | Monte CarloEmployee assistance program | Employee discounts | Generous holiday allowance | Hybrid working | Learning and development resourcesExecutive-level Full TimeLocation(s): London, England, United Kingdom1d ago
-
365 Admin Center | Access Control | Admin Center | Azure Data | Azure Data LakeEntry-level Contract Full Time TemporaryCanary Wharf, 1 Churchill Place, United …1d ago
-
Lead Data Analyst - Wise Platform Pricing GBP 75K-115KCost Allocation | DBT | Data Modeling | Data Quality | Data VisualizationAnnual self-development budget | Cycle to work scheme | Discounted gym memberships | Flexible working | Life insuranceSenior-level Full TimeLondon, United Kingdom1d ago
-
Performance Analytics and Insight Analyst GBP 61K-75KDashboarding | Data Modeling | Data Visualization | Data analytics | ExcelFlexible working hours | Incentive awards based on performance | Learning budget | MacBook provided | Work from home supportEntry-level Full TimeCardiff, London or Remote (UK) R1d ago
-
Data Platform Engineer GBP 55K-75KApache Flink | Apache Kafka | Automation | BigQuery | Cloud SpannerHybrid work from homeEntry-level Full TimeStoke-on-Trent, England, United Kingdom R1d ago
-
Lead Decision Science Analyst GBP 26K-30KBias detection | Data Analysis | Data Visualization | Diagnostic analysis | Experiment design24_7 Virtual GP | Adoption leave | Charity volunteer day | Colleague discount | Employee discountsSenior-level Full TimeUnited Kingdom R1d ago
-
Analytics Engineer GBP 65K-75KAWS | Airflow | Amazon QuickSight | Amazon Redshift | CI/CDCompany events | Employee resource groups | Extended parental leave | Health coverage | Learning pathsSenior-level Full TimeEdinburgh, United Kingdom1d ago
-
Adjoint Differentiation | Algorithmic differentiation | C++ | CSA Discounting | CalibrationSenior-level Full TimeLONDON, LONDON, United Kingdom1d ago
-
Senior Data Analyst GBP 40K-45KData Classification | Data Modeling | Data segmentation | Databricks | GA4Annual leave | Colleague Networks | Employee discounts | Hybrid working | Life assuranceSenior-level Full TimeWest Midlands, Worcestershire R1d ago
-
Economic and Data Analyst GBP 35K-40KBenefit Analysis | Cost Benefit | Cost-Benefit Analysis | Data Analysis | Data cleaningAnnual leave | Flexible working | Life assurance | Matched pension contributions | Private healthcareEntry-level Full TimeLondon, England, United Kingdom1d ago
-
Senior Data Analyst, Product and Business GBP 95K-138KA/B | A/B Testing | B testing | BI | Cohort AnalysisFull-time | Fully remote | Permanent employmentSenior-level Full TimeUnited Kingdom R1d ago
-
Data Analyst (Power BI) GBP 40K-45KDAX | Data Governance | Data Modeling | Data Quality | Data TransformationEnhanced parental leave | Enhanced pension scheme | Flexible work arrangement | Generous holiday entitlement | No dress codeMid-level Full TimeEast Midlands-Derby, UK2d ago
-
Data Analyst GBP 58K-87KCloud Computing | Clustering | Correlation Analysis | Dash | Data GovernanceSenior-level Full TimeCity of London, England, United Kingdom2d ago
-
Data Analyst - Sustainability GBP 52K-63KData Integrity | Data Quality | Data Visualization | Excel | Power BIAnnual leave | Company pension scheme | Cycle to work scheme | Discounts and wellbeing perks | EV charging pointsSenior-level Full TimeGBR - Derbyshire - Denby, United … R2d ago
-
Quantitative Risk Analyst, Risk Analytics GBP 59K-70KCredit Risk | Credit risk modeling | Data Analysis | Data Preparation | Expected Credit LossEmployee assistance programme | Family leave options | Healthcare Scheme | Hybrid work | Pension schemeSenior-level Full TimeDublin/ Belfast/ London/ North, IE, IE R2d ago
-
AI Automation | Agile | Dashboarding | Data Governance | Data QualitySenior-level Full TimeLondon, United Kingdom R2d ago
-
AI Automation | API Integration | Agile | Business Intelligence | Copilot StudioSenior-level Full TimeBelfast, United Kingdom2d ago
-
Data Analyst (MI Analyst) GBP 34K-36KDashboarding | Data Quality | Data Visualization | Excel | KPI analysisCycle to work scheme | Discounts on retail and socialising | Health and wellbeing benefits | Life assurance | Paid maternity adoption and shared parental leaveMid-level Full TimeHome-Based - GBR, United Kingdom R2d ago