Our client is seeking a knowledgeable and dependable Senior Manager for their Quantitative Analysis team. This role offers an exciting opportunity to be part of a leading emerging markets and commodities bank with a unique global network and level of expertise. The successful candidate will have the chance to contribute to the growth of the company by creating long-term value and doing business in the right way.
As a Senior Manager in Quantitative Analysis, your role will be pivotal in supporting the Global Markets division. You will be responsible for assisting in the development of a remediation plan for all GM in-scope models, ensuring compliance with SS1/23 regulations. Your expertise will be crucial in discussing, formulating, validating, and proposing new products, curves, and models. Additionally, you will document and test models within the QAD library and third-party vendor models. Your role will also involve supporting trader spreadsheets and contributing financial source code into the QAD library. Operating within the bank's trading systems to investigate valuation/risk issues will also be part of your responsibilities.
The ideal candidate for this Senior Manager position in Quantitative Analysis brings a wealth of skills and experience. You possess good knowledge of programming languages such as Python and C++, along with experience working with external APIs. Your understanding of pricing, calibration of models, curve stripping, and pricing basic financial products sets you apart. You have a solid understanding of financial (mostly derivative) products including interest rate swaps, FX options, credit default swaps, and commodity swaps. Your ability to learn new trading systems quickly is commendable. A maths or science-based degree at Masters level is preferred. Experience in the Murex trading platform would be an advantage but not a requirement.
Our client is a leading emerging markets and commodities bank with a unique global network and level of expertise. They are driven to deliver the right outcomes for their stakeholders, clients, counterparties, and the markets in which they operate. They provide products in an environment that considers the appropriate needs of their clients, while providing guidance and expertise to ensure their employees understand their business and uphold the highest levels of conduct.
Contract Type: FULL_TIME
Workplace Type: Hybrid
Experience Level: Senior Management
Location: London
Specialism: Risk & Compliance
Focus: Risk - Market Risk
Industry: Financial Services
Salary: £100,000 - £105,000 per annum
Job Reference: KS0P4N-666CCD00
Date posted: 13 March 2025
Consultant: James Kelly
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* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.