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Quantitative Analytics Vice President

Employer
NatWest Group
Location
UK
Salary
Competitive
Closing date
20 Jun 2021

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Sector
Technology & New Media
Contract Type
Permanent
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Job Details

Join us as a Quantitative Analytics Vice President
  • Join our Structured Rates Quantitative Analytics team and you'll be at the forefront of market changes and new modelling methods in the finance industry
  • We're responsible for providing analytics for fixed income trading desks, which means your work will have a direct impact on our day-to-day trading activity
  • You'll need expert problem solving, computing and analysis skills to advance your career in this highly analytical front-office role


What you'll do

As a Quants Analytics Vice President, you'll work in close collaboration with our trading desks to improve the pricing and risk management of our interest rate products.

A typical day will involve:
  • Designing, developing and maintaining pricing and risk models
  • Implementing new models and model enhancements with our C++ library
  • Using Python to analyse data and test modelling approaches
  • Collaborating with tech teams and the wider Quants team
  • Making sure that efficient solutions are delivered and in production for trading


The skills you'll need

This role will put your expert problem solving, computing and analysis skills to the test, which is why you'll need a strong mathematical background and knowledge of a mathematical discipline such as probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation or time series analysis.

Experience or exposure to interest rates derivative pricing models would be great to have, but isn't essential.

You'll also need:
  • A Science, Technology, Engineering or Mathematics degree
  • Excellent programming skills, preferably in C++ and ideally in Python too
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