Front Office Quantitative Analyst

JOB DESCRIPTION Are You Someone Who Can • Analyse and research specific products and their valuation. • Initiate and implement mathematical modelling of new derivatives, notes and SFTs in line with trader specifications and deal confirmations. • Liaise with traders to ascertain requirements for pre-trade pricing. • Support quantification of any trade or business approved by the deal committee forum. • Ensure models provide stable risk that is well understood and capture all risk. • Apply a pragmatic lens where needed to make decisions regarding theory and practice. • Build proficiency in usage of pricing libraries and systems used for flow and structured/exotic trades. • Demonstrate Murex proficiency and ability to challenge and assess Murex models. • Support modelling across vanilla and exotic valuations and their associated XVAs, as well as understanding counterparty risk on the trading book. • Challenge the status quo where appropriate to ensure models align with industry best practice. • Demonstrate familiarity with regulations relating to derivatives and SFTs e.g. FRTB, SIMM, SA-CCR, SA-CVA. • Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue, listen, advise, influence and negotiate to achieve correct outcomes. • Initiate meetings with key stakeholders to track progress, manage expectations and ensure stakeholders requirements are delivered. • Preserve relationships despite airing conflicting views and seek mutual gains when addressing conflicts. • Anticipate consequences and adapt problem solving based on continual feedback. • Act speedily to resolve problems, queries and complaints. • Thrive in an unstructured environment where daily tasks are not obvious and urgent, often complex, items may arise. • Adapt communication styles to meet the needs of different audiences. • Demonstrate pride in the organisation’s brand, services and products by consistently delivering on the brand’s promise. • Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained. • Stay relevant and up to date with legislation and new developments in quantitative finance. • Maintain a positive attitude and respond openly to feedback. • Handle stress in ways that do not negatively impact others. • Take ownership of personal career development, leveraging formal and informal opportunities. • Read situations and organisational realities. • Set aside personal agenda for the greater good. • Act in an ethical, transparent and morally defensible manner including highlighting unethical practices. • Share, debate and communicate learnings. • Flag and debate issues constructively. • Promote a friendly and cooperative climate. You Will Be an Ideal Candidate If You have • Education: Minimum honours degree with some quant finance, Masters preferred. • 5 to 10 years in quantitative finance (ideally investment banking). • Systems and Library familiarity preferred: CompatibL, Murex. • Coding proficiency: C#, Python. • Industry: Investment Banking. You will have access to: • Opportunities to network and collaborate. • Challenging work. • Opportunities to innovate. We can be a match if you are: • Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough. • Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it. • Love putting our clients at the forefront of what you do. Are you interested to take the step? We look forward to engaging with you further. Apply now!