Python / C++ Quant Analyst
6months plus extensions
Inside of IR35
London (Remote)
Start ASAP
Role Purpose
Product Control (PC) undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.
PC Analytics is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. It is part of Group Finance with reporting lines to Product Control.
PC Analytics aims to ensure that derivatives pricing is at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.
This is a Python/C++ Quant Analyst role with the emphasis to contribute in automation and improvement of existing Credit, Machine Learning and Liquidity reporting processes.
Key Activities
- Migration of existing process to Python FastAPI and exposing them via Python Dash web applications.
- Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in Python and SQL.
- Contribute to internal projects to streamline production within various workstreams, including Credit/ABS (C++/Python), ML Automation, Liquidity Reporting
Skills and Competencies:
- Strong knowledge & practical experience with Python are required
- Experience within one or more of the following: C++, Machine Learning, Credit Derivatives / ABS, Cashflow analytics
- Prior experience developing with web user interface libraries is desirable
- Experience of working within a quantitative finance space
- Strong analytical and problem solving skills
- Excellent communication skills and interpersonal skills
If you feel you are suitable for this role please submit your CV in the first instance.
