Quant Analyst - BFS

Key Accountabilities :

- Design, develop, and, maintain quantitative models in our strategic analytics libraries in C++

- Design, develop, and maintain frameworks and python tools for trading

- Provide support across all asset classes, control functions, and our other QA partners

- Work with, and provide support to IT for integration of the analytics

Person Specification :

- Experience in development within a large-scale quant library with multiple developers

- Experience in developing and deploying tools

- Experience testing code and preparing technical documentation

- Strong verbal and written communication skills - technical and non-technical

- Able to adapt to change and work in a fast changing environment

- Able to work independently and collaboratively within a team

Essential Skills/Basic Qualifications :

- PhD or Masters degree in a quantitative discipline such as mathematics, physics, or engineering.

- Strong mathematical, analytical, statistical and/or programming skills (C++ preferred)

- Software engineering techniques and strong design principles

- Strong experience with data structures and working around data quality and integrity issues

- Experience in testing code and models

- Strong quantitative ability

Desirable skills/Preferred Qualifications :

- Experience in building Python tools

- Experience/knowledge in pricing and modelling

- Post-graduate qualification in a quantitative discipline