Senior Manager, Quantitative Analysis

Robert Walters UK; London; Hybrid; GBP 100,000 - 105,000; Full time

Job description

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.

What you'll do:

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.

• Assist in devising a remediation plan for all GM in-scope models to ensure SS1/23 compliance
• Discuss, formulate, validate and propose new products/curves/models
• Document and test models within the QAD library and third-party vendor models
• Support trader spreadsheets
• Contribute financial source code into the QAD library
• Operate within the bank’s trading systems to investigate valuation/risk issues

What you bring:

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.

• Good knowledge of programming languages (Python, C++) and working with external APIs
• Understanding of pricing, calibration of models, curve stripping and pricing basic financial products
• Understanding of financial (mostly derivative) products such as interest rate swaps/FX options/credit default swaps/commodity swaps
• Ability to learn new trading systems and intelligently “guess” system behaviour
• Maths or science-based degree preferably at Masters level
• Experience in Murex trading platform would be an advantage but not a requirement

What sets this company apart:

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.

About the job

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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