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This role is based in the United Kingdom and as such all normal working days must be carried out in the United Kingdom.

Join us as a Credit Quantitative Analytics Vice President

• This is an opportunity to take on a critical role in NatWest Markets
• You’ll be joining a team who develop the credit pricing model and analytics for products such as credit default swap, corporate bond, traded loan and credit linked notes
• You’ll enjoy lots of collaboration in this role, working closely with your team and across our Trading, Risk and IT departments

What you'll do

The role offers you the opportunity to solve complex analytical problems and have a direct impact on day-to-day trading activity.

Your responsibilities will be:

• Working on pricing models for both flow and structured credit
• Designing the calculation methodology and implementing in C++
• Working with the Global Quant team to make sure that model changes are in line with the global analytics C++ library design and framework
• Demonstrating calculations to stakeholders in Trading, Risk and IT
• Assisting with existing implementations and contributing to their ongoing development
• Responding to analytical requests from trading and structuring teams

The skills you'll need

You’ll need a strong mathematical background, preferably with good knowledge of probability, quantitative finance, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis. We’ll also need you to hold a master’s degree in a STEM subject.

A good understanding of investment banking and financial derivative products, particularly credit derivative products, would be an advantage.

We’ll also expect you to have:

• Excellent problem solving, computing and analysis skills
• Outstanding verbal and written communication skills

If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.