Quantitative Analyst Job Description Template
Our company is looking for a Quantitative Analyst to join our team.
- Validate XVA models for front office;
- Update the PFE models across all asset classes;
- Work with Front office, Traders and back office to improve business functions;
- Develop risk models and also review these models to test for accuracy, data proficiency and numerical precision;
- Improve the existing system controls.
- Previous experience working within model development or model validation;
- Counterparty credit risk experience;
- Advanced programming use with either VBA, C#, Python or similar;
- Pricing model experience preferable;
- Excellent communication skills, both written and verbal;
- Demonstrable experience in a Model Validation or Front Office Quant role;
- Knowledge of Rates or Credit products;
- Deep understanding of interest Rates and FX derivative models;
- Experience within a large quant library;
- Experience designing and implementing pricing models;
- Experience coding in C++ in a managed codebase;
- Strong C++
- Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience;
- MSc/PhD Maths, Physics, Statistics etc;
- Experience of Python.