Quantitative Analyst

#R-00121175
Location
London, United Kingdom
Contract
Permanent - Full Time
Brand
NatWest Markets
Job category
Front Office Markets Trading - Front Office Markets
Posted
27/01/2021
Closing date for applications: 16/05/2021

Join us as a Quantitative Analyst

  • You'll be part of a team providing analytics for pricing, risk and relative value for vanilla fixed income trading desks
  • You'll be at the forefront of market changes and new modelling methods within the industry
  • It's an opportunity to solve complex analytical problems and have a direct impact on day-to-day trading activity

What you'll do

As a Quantitative Analyst, you'll be working in close collaboration with trading on improving the pricing and risk management of vanilla interest rate products.

You'll also be:

  • Implementing new models and model enhancements with the Quant team C++ library
  • Working together with Technology and the wider Quant team to make sure efficient solutions are delivered in production for trading
  • Analysing data and test modelling approaches using Python 

The skills you'll need

It's essential that you have a masters or doctorate degree in a STEM subject. This will be coupled with a strong mathematical background, and ideally good knowledge of probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation and time series analysis.

If you also have experience with vanilla interest rates derivative pricing models and interest curve calibration models, this would be an advantage.

You'll also need:

  • Excellent problem solving, computing and analysis skills
  • Strong programming skills,preferably in C++, and ideally in Python as well
  • 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.