Securities Quantitative Analytics Associate
109941-GBR-CITY OF LONDON-INTL 33 King William St (London Br Lease), United Kingdom
GBP 63K-80K (estimate) Entry-level Full Time
Tasks
- Build and enhance pricing and risk analytics
- Calibrate stochastic term structure models
- Collaborate with traders and technology partners
- Construct curves and calibrate volatility cube
- Deliver arbitrage free SABR with wing extension
- Design and implement quantitative models
- Develop quant library and regression testing infrastructure
- Implement and support curve changes for macro flow
- Integrate models into daily PL and risk workflows
- Migrate Excel tools to Python
- Provide model documentation and testing
- Support trading desk and troubleshoot models
- Transition to optimization based curve engine
Perks/Benefits
- N/A
Skills/Tech-stack
Arbitrage Free Modeling | BGM | C++ | Cheyette | Curve Modeling | Curve construction | Hull-White | Java | LGM | Model calibration | Multi Curve | Multi Curve Modeling | Optimization | Pricing | Python | Quadratic Gaussian | Regression testing | Risk Management | SABR | Software testing | Stochastic Term Structure | Stochastic term structure modeling | Structure modeling | Term structure modeling | Trading Support | Volatility Cube | Volatility Cube Calibration | Volatility modeling
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
Related jobs
-
Senior Quant AI Developer GBP 76K-108KAgentic design | Artificial Intelligence | Azure | Cloud Computing | Data PipelinesCareer growth opportunities | Flexible working options | Inclusive culture | Supportive teamSenior-level Full TimeLondon, United Kingdom23h ago
-
Mid-level Full TimeLondon Upper Thames St, United Kingdom23h ago
-
Senior Analyst / Data Scientist GBP 70K-90KDBT | Data Analysis | Data Governance | Data Quality | Databricks30 days annual leave | Annual performance bonus | Company pension scheme | Discounts | Flexible workingSenior-level Full TimeRemote, United Kingdom R1d ago
-
Analytics Consultant GBP 76K-90KAmazon QuickSight | Analytic Functions | Common table expressions | Data Analysis | Data ModelingCareer development programme | Educational assistance | Employee assistance programme | Enhanced maternity/paternity leave | Flexible remote workSenior-level Full TimeLondon, Birmingham, Manchester, Newcastle upon Tyne, …1d ago
-
Data Analyst - Content GBP 50K-60KBI Dashboards | BigQuery | DBT | Data Modeling | Data QualityCycle to work scheme | Enhanced parental leave | Equity options | Flexible working arrangements | Group life assuranceMid-level Full TimeLondon1d ago
-
Graduate Data Analyst GBP 31K-38KBusiness Objects | Data Quality | Data Visualization | Data Warehousing | EconomicsCharity work support | Hybrid working | Mentorship | Professional development | Rotational programEntry-level Full TimeLondon, England, United Kingdom1d ago
-
Artificial Intelligence | C++ | Data Visualization | Data analytics | Differential EquationsExecutive-level Full TimeLONDON, LONDON, United Kingdom1d ago
-
Recruitment Data Analyst (Intern) GBP 26K-30KDashboards | Data Analysis | Data Modeling | Data Processing | Data cleaningPotential progression to paid role | Professional sports experience | Unpaid internshipEntry-level InternshipWesham, United Kingdom1d ago
-
Executive-level Full TimeGlasgow Campus, United Kingdom1d ago
-
Intermediate Data Analyst – Health Services GBP 40K-46KAutomation | Data Modeling | Data Visualization | Data pipeline | ExcelAnnual bonus scheme | Cycle to work | Enhanced pension | Family-friendly benefits | Flexible workingMid-level Full TimeSalford Quays, United Kingdom1d ago
-
Mid-level Full TimeLondon, United Kingdom1d ago
-
Anaconda | Anomaly Detection | Data Pipelines | Data Quality | Data integrationBike4Work scheme | Flexible benefits | Gym benefits | Hybrid working | Life assuranceMid-level Full TimeLondon, 21 Moorfields, United Kingdom R1d ago
-
Cohort Analysis | Data Analysis | Data Visualization | Microsoft Excel | Net present valueHybrid workMid-level Full TimeLondon, United Kingdom1d ago
-
Exposure Management Data Analyst GBP 48K-60KAI coding | AI coding assistant | API Integration | ArcGIS | Catastrophe modelingMid-level Full TimeLondon, UK2d ago
-
Exposure Management Data Analyst GBP 48K-60KAI Coding Assistants | AI coding | API | ArcGIS | Coding assistantsMid-level Full TimeLondon, UK2d ago
-
Mid-level Full TimeLondon2d ago
-
Data Analyst (SQL & Python) GBP 57K-63KCI/CD | Data Modeling | Data Testing | Git | GitHubElectric car scheme | Family leave | Flexible working options | Healthcare plan | Life assuranceMid-level Full TimeCardiff, Wales, United Kingdom2d ago
-
Data Analyst (SQL & Python) GBP 57K-63KCI/CD | Data Modeling | Data Reconciliation | Git | GitHubFlexible working options | Health insurance | Life insurance | Paid time off | Pension contributionMid-level Full TimeBrighton and Hove, England, United Kingdom2d ago
-
Data Science Analyst GBP 30K-36KAzure | Azure Data | Azure Data Factory | Azure Databricks | Azure DevOpsHybrid workEntry-level Full TimePeterborough, Cambridgeshire, United Kingdom2d ago
-
Algorithm Design | Artificial Intelligence | Code Quality | Data Analysis | JavaCareer growth | MentorshipMid-level Full TimeLONDON, LONDON, United Kingdom2d ago
-
MSFS, Portfolio Analytics - Quant GBP 65K-74KEquities | Equity Derivatives | Factor Analysis | LaTeX | MarkdownFlexible working arrangementsMid-level Full TimeWaterloo Street, United Kingdom2d ago
-
Financial Risk Analytics (FRA) Analyst GBP 35K-45KData Analysis | Data Quality | Data Validation | Financial Data | PythonContinuous learning | Family-friendly perks | Flexible time off | Health insurance | Retail discountsEntry-level Full TimeUK - LONDON 25 ROPEMAKER STREET …2d ago
-
Senior Quantitative Analyst GBP 52K-66KC++ | Commodity forecasting | Delta hedging | Excel | Monte CarloAnnual leave | Bank holidays | Flexible & family-friendly policies | Flexible benefits | Hybrid workingSenior-level Full TimeSolihull, GB2d ago
-
Autodock Vina | Basis sets | Computational Chemistry | Force Fields | GROMACSFlexible part-time hours | Project based workSenior-level FreelanceUnited Kingdom - Remote R3d 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 Kingdom5d ago