Global Banking & Markets, Flow Rates Strats, Analyst, London na Asset & Wealth Management
Asset & Wealth Management · London, Reino Unido · Onsite
- Junior
- Escritório em London
YOUR IMPACT
You’ll be part of a diverse and talented team, applying your advanced scientific training to solve new and exciting problems for the Flow Rates business.
OUR IMPACT
Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
Within the Flow Rates business, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL
- Develop and maintain derivatives pricing models across multiple products used on the desks, with a strong focus on developing, understanding and evolving cutting edge curves modelling the ever changing market conditions.
- Building algorithms and models for automated pricing and quoting of derivatives.
- Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks.
SKILLS & EXPERIENCE WE’RE LOOKING FOR
Basic Qualifications
- Excellent academic record in a relevant quantitative field such as Finance, Mathematics, Computer Science, Physics or Engineering.
- Experience in object-oriented programming with a language such as Python, C++, Java or Scala.
- Straight out of university or up to 4 years of experience in finance or a cutting-edge technology company.
- Excellent written and verbal communication skills.