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 a Quantitative Analyst

  • This is an opportunity to join the Quantitative Desk Analytics team who provide desk aligned quantitative expertise across Trading, the Capital Management Unit and Capital Markets
  • You’ll have the chance to solve complex analytical problems and have a direct impact on day-to-day trading and business activity
  • You’ll enjoy lots of collaboration in this role, as you work closely with colleagues in the wider quantitative analytics group and across the business and IT departments

What you'll do

As a Quantitative Desk Analyst, you’ll be working closely with the business to develop analytics and associated tools via the on-desk analytics framework and deliver through an appropriate platform, such as Jupyter, Dash or Symphony.

You’ll also be:

  • Undertaking project work within the Python based on-desk analytics library
  • Making sure that analytics are developed and delivered within a well-controlled and flexible environment
  • Undertaking investigations in a logical and planned manner of a quantitative nature, drawing conclusions and presenting your work to peers and supervisors for assessment and feedback
  • Testing implementations and back testing the effectiveness of our models on historical data as needed

The skills you'll need

To join us in this role, you’ll hold a masters or doctoral degree in Science, Technology, Engineering or Mathematics coupled with experience of working in a quant or quant development role. You’ll also have excellent problem solving, computing and analysis skills.

You’ll ideally have a strong mathematical background, preferably with good knowledge in probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis.

We’ll also need you to have:

  • Excellent programming skills, specifically in Python
  • Excellent verbal and written communication skills
  • Experience with derivative pricing models across rates or credit
  • Experience with web applications
  • Database knowledge

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.