Senior Analyst - Quantitative Analytics, Capital Markets (London)

Job description

Job Description What is the opportunity?: You will be working alongside other Quants to primarily support the XVA trading desk and other general operations. The usual tasks involve the provision of quantitative tools, analysis and support to the trading desk; development, delivery and support of advanced mathematical models. The candidate will apply extensive, in-depth knowledge, skills, and practices to perform complex assignments as well as the ability to respond to a changing business environment. Should you be shortlisted, do please let us know if you have any specific requirements for the interview. This is a permanent, full-time role and requires 4 days in the 100 Bishopsgate, London office. What will you do?: Work with Desk Quants on development and testing of model/pricing applications. Provide modelling and analytical support for trading desks and non-Front Office groups. Develop technology-based tools and performs data analysis to monitor, measure, and manage market and derivatives risks. Implement monitoring to ensure market risk is within market and derivatives risk thresholds, limits, and constraints. Works with other departments to explain market and derivatives risk...