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Quantitative Strategies Group - Credit Quant - Associate / Vice President

London, , United Kingdom

Job Description:

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the credit desks (EM, bonds, derivatives, structured products) within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to maximize trader efficiency.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Working on optimal portfolio selection and automated portfolio quoting
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of bond and credit derivative products, understanding of derivatives pricing models
  • Experience with large dataset analysis

Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.

Job Band:

H5

Shift: 

Hours Per Week:

35

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the credit desks (EM, bonds, derivatives, structured products) within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to maximize trader efficiency.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Working on optimal portfolio selection and automated portfolio quoting
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of bond and credit derivative products, understanding of derivatives pricing models
  • Experience with large dataset analysis

Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.

Learn more about this role

Full time

JR-21011985

Manages People:

Manager:

Talent Acquisition Contact:

Referral Bonus:

Check out the London office

We’re a stone’s throw from the London Stock Exchange and the iconic St. Paul’s Cathedral and a short walk to the artsy scene and trendy gastropubs in Shoreditch.

Two colleagues talking over coffee in front of a large window.
Man and woman talking while going up escalator
A rooftop terrace overlooking old and new buildings in London

Street Address

Primary Location:
2 King Edward St, London, EC1A 1HQ