Developing new derivatives models and extending existing functionality within analytics libraries to cater for business and regulatory requirements.
Understand market dynamics and build scalable solutions to identify opportunities for Prime brokerage, Delta 1 trading, inventory management, funding, lending…
Develop a deep understanding of risks taken by Group Treasury with a particular focus on the Treasury Asset Portfolio consisting of High Quality Liquid Assets …
We're looking for someone to work in our Market Conduct Taxonomy team whose mandate will include monitoring external and regulatory developments, setting policy…
Work closely with other quant and IT teams across asset classes.
Be part of an exciting, high-profile programme within the bank.
Engineer solutions for valuations and risk.
Be part of a team resolving large scale distributed compute problems.
Experience large scale enterprise software.
Install, configure, troubleshoot, and maintain database systems.
Program and develop SQL scripts, tables, views, stored procedures, functions, triggers,…
Develop and maintain the counterparty credit risk exposure models.
Document and assess the performance of the exposure models used for risk management and…
Contribute to the development of benchmark models in C++ in our in-house cutting edge library.
Independently review exotic equity derivative models.
Work within a global portfolio strategy team looking to develop processes (and the supporting tools associated) to enhance portfolio performance across our…
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