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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 Quantitative Analyst

• This is an opportunity to join our Quantitative Desk Analytics team who provide quantitative expertise across structured rates trading desks
• You’ll have the chance to solve complex analytical problems and have a direct impact on day-to-day trading and business activity
• You’ll enjoy lots of collaboration in this role, as you work closely with colleagues in the wider quantitative analytics group and across the bank and IT departments

What you'll do

As a Quantitative Analyst, you’ll deliver software solutions to internal clients and systems by designing, developing and maintaining pricing and risk models to support trading and risk management areas.

We’ll also expect you to support the business to promote client focus throughout strategy, communications and client engagement.

Day to day, you’ll be:

• Carrying out project work within the Python based on-desk analytics library
• Making sure that analytics are developed and delivered within a well-controlled and flexible environment
• Undertaking investigations in a logical and planned manner of a quantitative nature, drawing conclusions and presenting your work to peers and supervisors for assessment and feedback
• Testing implementations and back testing the effectiveness of our models on historical data

The skills you'll need

To join us in this role, you’ll hold a Master’s or Doctoral degree in science, technology, engineering or mathematics, coupled with experience of working in a quant or quant development role. In addition, we’ll be looking for excellent problem solving, computing and analytical skills.

Ideally, you’ll also bring a strong mathematical background with a broad knowledge of probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis.

You’ll also need:

• Excellent programming skills, especially using Python
• Great verbal and written communication skills
• Experience with derivative pricing models across rates or credit
• Experience with web applications
• Database knowledge

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.