eFI Quantitative Analyst

London, United Kingdom
Permanent - Full Time
NatWest Markets
Job category
Front Office Markets Trading - Front Office Markets
Closing date for applications: 16/05/2021

Join us as an eFI Quantitative Analyst

  • You'll be part of a team supporting the Fixed Income Trading Desk, delivering solutions solutions for algorithm market making and risk management
  • Throughout the course of your work, you'll make sure developments adhere to the relevant governance policies
  • It's an opportunity to combine your financial, quantitative and programming skills to solve complex analytical problems, with a direct influence on business activity

What you'll do

In your new role, you'll be research and analysing different markets, including bonds such as EGBs, gilts, treasuries, corporate and inflation, and IRS. We'll look to you to design, build and test algorithms and models for pricing, quoting and risk management.

You'll also be

  • Cooperating with trading, quants, technology and governance
  • Working alongside trading to understand needs and properly formulate requirements
  • Further developing and improving the quant infrastructure to ease access and the adoption of the algorithms
  • Cooperating with Technology to deploy tools

The skills you'll need

We're looking for someone with a good understanding of mathematical finance for fixed income, particularly the pricing of linear products.You'll have a masters or doctorate degree in a STEM subject, along with a strong mathematical background, preferably with good knowledge in probability, numerical methods, econometrics, optimisation and time series analysis.

It would also be ideal if you have good programming skills in Java, experience with data visualisation, and a background in machine learning and optimal control.

You'll also need:

  • Experience of working in a Quant or Quant Developer role
  • Excellent problem solving, computing and analysis skills
  • Strong programming skills, specifically in C++ and Python
  • Excellent verbal and written communication skills

If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.