Quant Analyst

Contract / Temporary

Job Reference
Quant Analyst
Job Type
Contract / Temporary
Location
Area
Hybrid: WFH / office
Salary Details
£750-1000 total to umbrella
Key Skills
quant analyst, risk, pricing, c++, c#
Consultant
Lisa Willshire
lisa.willshire@deerfoot.co.uk
023 8081 7159

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Job description

Quant Analyst
International Banking Group – Initial 6 Month Contract (Extension Likely)
Day Rate: £750-1000 total to Umbrella (Inside IR35)*
Hybrid Working Week: 2 Days Onsite (London EC2Y), 3 Days Remote/WFH

As an award winning and trusted recruitment partner to this international banking group for more than ten years, we are assisting in the hire of a number of contract Quant Analysts, to contribute to the maintenance and improvement of risk systems and tools developed by the EMEA Markets Engineering space as well as the analysis, planning, management and execution of firm wide projects. As a priority, the candidate will work on different aspects of project IBOR.
Primary Purpose of Role
• Development and maintenance of the bank’s Risk engines code, as well as the management and execution of projects involving EMEA. In particular, the candidate should collaborate on different aspects of the delivery of the FRTB IMA project.
• Quality assurance of risk engines and tools. Ensure test coverage, adhere to testing framework, follow quality assurance team practices.
• Collaborate with global teams to make sure code, processes, tools follow the same principles and achieve convergence across global entities.
Skills / Experience (please note not all essential)
• Solid background in programming front office applications in C# / C++
• Good knowledge of risk engines
• Good knowledge on pricing theory and financial engineering
• Technical degree ideally such as: computer sciences, physics, mathematics, or engineering
• Experienced in distributed computing
• Experience with Linux OS
• Experience with .NET core
• Knowledge of banking regulation
• Excellent communication skills
• Results driven, with a strong sense of accountability
• The ability to operate with urgency and prioritise work accordingly
• The ability to manage large workloads and tight deadlines
• Strong numerical skills
Hybrid Working: The role holder must be happy to work two days on-site in their London EMEA HQ each week, with the remainder spent working remotely from home. The closest underground station to the offices is Moorgate.
*Inside IR35 (PAYE Umbrella): This contract is offered on a PAYE basis (via an umbrella company). Up to circa £1000 is the total amount we would pay your chosen umbrella. It is inclusive of holiday accrual. All statutory deductions (both Employers and Employee NI, Income Tax, Apprenticeship Levy, etc.) will be deducted by your umbrella from