Quantitative Analyst

Reed Talent Solutions; Greater London; Hybrid; GBP 100,000 - 125,000; Full time

Job summary

A global investment bank is seeking a Quant Analyst for their Collateral & Credit Quantitative Research team. The ideal candidate will have strong programming skills in C++, SQL, and C#, and a solid foundation in numerical methods. This role involves designing pricing models, collaborating with various teams, and participating in strategic projects. Benefits include a competitive salary, hybrid working model, and opportunities for professional growth. Interested candidates should submit their CV and cover letter detailing their experience.

Benefits

Competitive salary

Hybrid working model allowing flexibility

Opportunities for professional growth

Access to cutting-edge technology

Qualifications

• Strong programming skills in C++, SQL, C#, and VBA.
• Solid foundation in numerical methods, including Monte Carlo simulations.
• Analytical mindset with creative problem-solving abilities.

Responsibilities

• Design and implement pricing models and analytical tools for collateral management.
• Collaborate with Trading, Risk, and IT teams for robust solutions.
• Participate in development of Collateral management platform.

Skills

Front Office experience in a financial institution

C++ programming

SQL programming

C# programming

VBA programming

Monte Carlo simulations

Optimization algorithms

Distributed computing

Multi-threaded programming

Excellent communication skills

Tools

Microsoft Office

VC++

Access

Oracle

Web technologies

Job description

We are seeking a Quant Analyst to join our XVACCR, Collateral & Credit Quantitative Research team on a permanent basis. This role is ideal for candidates with strong implementation skills and a modelling profile, who are looking to make a significant impact within a global investment bank.

Day-to-day of the role:

• Design and implement pricing models and analytical tools for collateral management (IMVA-CCP, SIMM) and XVA-linked activities.
• Collaborate with Trading, Risk, and IT teams to deliver robust solutions.
• Contribute to strategic projects including XVA VaR, SACCR, FRTB-CVA, and RWA optimization.
• Enhance and maintain XVA libraries and platforms.
• Support system migrations and platform development for CCP and EMIR Initial Margin.
• Regularly interact with a broad scope of internal clients, including XVA and Scarce Resources desk, Risk department, and Collateral desk.
• Study and assess the models' behaviour and performance in close collaboration with the business.
• Participate in the development of the Collateral management platform and various Front Office and Risk systems migration projects.

Required Skills & Qualifications:

• Front Office experience in a financial institution.
• Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.
• Solid foundation in numerical methods, including Monte Carlo simulations and optimization algorithms.
• Experience with distributed computing & inter-process communication.
• Proficiency in multi-threaded programming.
• Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle.
• Knowledge of web technologies such as XML, XSLT.
• Analytical mindset with creative problem-solving abilities.
• Self-motivated, results-driven, and adaptable to new technologies.
• Excellent communication skills.

Benefits:

• Competitive salary.
• Hybrid working model allowing flexibility.
• Opportunities for professional growth and involvement in strategic projects.
• Access to cutting-edge technology and tools.

To apply for this Quant Analyst position, please submit your CV and cover letter detailing your relevant experience and why you are interested in this role.