SO, Quantitative Analyst, Global Markets

We are seeking a highly skilled and motivated Quantitative Analyst to join our trading team.

In this role, you will be responsible for building and maintaining the pricing and risk management tools that support trading across multiple asset classes, including foreign exchange, interest rates, commodities, and equities.

You will work closely with traders, structurers, and technology teams to develop robust pricing models and ensure their integration into the Global Markets trading infrastructure.

Key Responsibilities

Design, develop, and maintain pricing and risk management tools

Implement and enhance pricing models using advanced numerical techniques

Optimize model performance and ensure accuracy in real-time trading environments

Collaborate with traders, structurers, and technology teams to understand requirements and deliver effective solutions

Qualifications

Strong technical and programming skills; C++ is essential, with proficiency in Python

Solid foundation in mathematics, particularly in areas relevant to financial modeling and numerical analysis

Deep understanding of modern derivative pricing frameworks and financial instruments

Familiarity with Monte Carlo simulations, PDE solvers, and other numerical methods

Exceptional academic credentials with graduate (or preferably) post-graduate level qualification in a quantitative discipline

Experience working a trading environment in a bank or hedge fund will be beneficial although training will be provided for candidates with the requisite academic and technical skills

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