Quantitative Strategist

We are seeking a Quantitative Strategist to join our Group Strategic Analytics (GSA) team in London. As a Quantitative Strategist, you will be responsible for improving existing models and implementing new models for pricing and risk management of counterparty exposure and XVA. You will work in partnership with various teams to support them in achieving their goals and improving the modelling of XVA/Counterparty Credit Risk.

Requirements

• Excellent quantitative, modelling, pricing and risk management skills
• Good computing and programming skills and experience
• Experience within a financial services environment
• Expertise of counterparty risk and derivatives gained from professional experience or within education
• Excellent mathematics skills in probability, stochastic calculus and numerical methods
• Excellent interpersonal skills with the ability to collaborate and partner with various teams

Benefits

• Competitive salary
• Non-contributory pension
• 30 days' holiday plus bank holidays
• Life Assurance and Private Healthcare for you and your family
• Flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year