Quantitative Analyst

This job has now expired please search on the home page to find live IT Jobs.

Python / C++ Quant Analyst6months plus extensionsInside of IR35London (Remote)Start ASAP Role PurposeProduct Control (PC) undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.PC Analytics is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. It is part of Group Finance with reporting lines to Product Control.PC Analytics aims to ensure that derivatives pricing is at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.This is a Python/C++ Quant Analyst role with the emphasis to contribute in automation and improvement of existing Credit, Machine Learning and Liquidity reporting processes.Key ActivitiesMigration of existing process to Python FastAPI and exposing them via Python Dash web applications.Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in Python and SQL.Contribute to internal projects to streamline production within various workstreams, including Credit/ABS (C++/Python), ML Automation, Liquidity Reporting Skills and Competencies:Strong knowledge & practical experience with Python are requiredExperience within one or more of the following: C++, Machine Learning, Credit Derivatives / ABS, Cashflow analyticsPrior experience developing with web user interface libraries is desirableExperience of working within a quantitative finance spaceStrong analytical and problem solving skillsExcellent communication skills and interpersonal skillsIf you feel you are suitable for this role please submit your CV in the first instance.