Job Number: 15443

External Description:

Project Delivery - Quantitative, Pricing and Valuations (Contract)

UK

 

Length of contract: Ongoing

Sector: Banking

 

About the Company

A well-known investment bank with numerous offshore branch offices and representations in more than 50 countries globally.

About the Role

The bank is aggressively modernising business processes and IT platforms to take advantage of the latest technology developments.

An important component of this programme is increasing the automation of independent valuation of the banks positions to allow T+0 independent marks. This will involve the inception of an independent pricing unit within the bank

Key Responsibilities:

• Cross asset class definition of IPU business process
• Identifying IPU test cases, including market stress scenarios and performance metrics
• Evaluation of market data source
• Bridge between trading, risk and information technology to ensure common understanding of all topics

To be considered:

• Highly IT literate, experience in developing quant applications in e.g. C++
• Expert in cross asset class pricing and parameters
• Expert in trading workflow and terminology
• Good understanding of currently applicable regulations and accounting standards for financial products
• Trading or product focused business management experience
• Senior roles in the delivery of strategic projects within a financial products trading business
• Agile Development Practices ( TDD, BDD, Automated Builds, Continuous Integration) / Scrum Methodologies

 How to apply

To be considered for this role, send an up to date CV to Myles.Fox@randstadsourceright.co.uk alternatively, click “apply” to register your details and submit your application.

Randstad Sourceright are one of the UKs leading recruiters and MSPs, with a portfolio that includes some the of the world’s largest and most recognisable brands.

 

 

 

 

 

Job Number: 0211202MF

Community / Marketing Title: Quant Valuations

Location_formattedLocationLong: London, Greater London GB