Quantitative Analyst

Responsibilities:

• Deep analysis of Step Reval and Risk Based results as well as investigations of one-off and structural differences in order to identify and correct pain points (e.g. booking, market data, pricing, model, etc.) with the help of IT and Quantitative Research;

• Definition and creation of tools helping to identify and highlight errors affecting the Production of P&L Explains (IT or Quantitative Research) affecting the correlation between Official P&L and Risk-Based explain or reducing the level of Risk-Based P&L validation;

• Review and maintain Best Practices, procedures and user guides defining the list of controls which are expected to be followed in order to guarantee the accuracy of the P&L;

• Design tools to help decision making, identification of necessary corrections and actions to be triggered in order to deliver accurate figures in the Explain;

• Production of indicators allowing to follow the quality of the production, the reception and validation of P&L Explain results;

• Maintain regular contacts with P&L, IT and Quantitative Research in order to optimize exchanges and deliveries;

• Organise trainings whenever necessary;

Skills desired:

• Experience working in some Front Office, Research, control or project function within an investment bank
• Master level in Engineering, Mathematics, Physics or financial markets
• Good understanding across asset classes traded in Global Markets
• Good theoretical knowledge of derivative pricing
• Working experience with PNL explains (Step Revaluation as well as Risk Based Explains) and good knowledge / understanding of risk factors (the “Greeks”)
• Good written and oral communication skills
• Expert level in Analysis, Development, Testing
• Excellent Excel, VBA, Word and PowerPoint skills
• Expert level in Python

If interested, please apply below. Alternatively, email chris.norton@goodmanmasson.com

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.