Role Name; Quantitative Analyst (in Risk)
Role Description
The analytics team within the Quantitative Risk Group is responsible for methodology and model risk management of the Wholesale Bank across Market Risk and Credit Risk.
Key Responsibilities
Alignment with group methodologies
Parameterisation of derivatives pricing models
Analysis and development of pricing tools
Working closely with other quants in London and / or Madrid on ad hoc projects
Support to Banking Market Risk, Trading Market Risk, Credit Risk, Product Control and Front Office as appropriate
Understanding of counterparty credit risk methodology including review and development
Understanding of market risk methodology including review and development
Knowledge, Experience, Skills and Specific Qualifications required
Essential
Educated to MSc or PhD level (or equivalent) in a numerate discipline
Clear evidence of mathematical or econometric skills
High level of programming skills in VBA and ideally Matlab and C++
Good practical knowledge of financial derivatives
Excellent technical writing skills
Strong analytical and problem solving ability
Strong communication skills
Desirable
Experience in a quantitative role
Spanish
