As a Quantitative Analyst with our client, you will play a pivotal role in shaping and implementing the quantitative models and analytics that underpin their credit businesses across Markets and Banking. Your responsibilities will encompass a diverse range of products and activities, including corporate ...
As a Quantitative Analyst with our client, you will play a pivotal role in shaping and implementing the quantitative models and analytics that underpin their credit businesses across Markets and Banking. Your responsibilities will encompass a diverse range of products and activities, including corporate and emerging market bonds, credit default swaps (CDS), leveraged loans, structured notes, derivatives, and more. You will collaborate closely with various teams, contributing to the success of our quantitative strategies and bolstering the bank's overall performance.Our client is a world-renowned financial institution with a legacy spanning 329 years, marked by success, quality, and innovation. They are committed to providing endless opportunities for career growth and development, contributing to the prosperity of individuals and businesses through groundbreaking financial and digital solutions that have become indispensable in today's world.
Popis Pracovní Pozice
- Develop and deliver pricing, risk assessment, and scenario analytics for credit trading businesses.
- Accurately implement and maintain analytic models within the Quantitative Analyst libraries.
- Collaborate with fellow Quantitative Analysts, trading teams, risk managers, and Technology Department to seamlessly integrate models into analytic systems.
- Engage with other Quantitative Analysts, risk teams, and technology groups to foster collaboration and effective communication.
- Translate complex technical concepts into understandable terms for diverse stakeholders.
- Identify potential issues and devise innovative solutions to address them.
- Balance tactical and strategic solutions in alignment with the bank's overarching objectives.
- Strong grasp of fundamental financial mathematics, including options pricing.
- Proficiency in C++, preferably post C++11, with a history of developing and maintaining quantitative libraries.
- Experience in working within shared codebases with multiple developers.
- Familiarity with credit derivatives and cash products (CDS, CDS Index, corporate bonds) from both financial and modeling perspectives.
- Understanding of continuous integration, development, and deployment patterns.
- Proficiency in Python or similar coding languages.
What can we offer?
- At our organization, we value our employees and believe in rewarding their dedication, performance, and commitment. As such, we offer a comprehensive salary and benefits package that includes competitive pay, paid holidays, private health care, pension contributions, discretionary annual bonus, meal vouchers, and opportunities to buy bank shares with a bank's contribution.
- Furthermore, we understand that each employee has unique needs, which is why we provide flexibility in creating an individualized benefits package. Our team members can take advantage of a wide range of voluntary benefits with discounts and tax advantages on many of them.
- We also prioritize a supportive and inclusive work culture and environment, recognizing the importance of work-life balance. Our approach to working flexibly allows employees to balance their personal and professional needs, whether it's managing family commitments, caregiving responsibilities, pursuing personal interests, or studying. We encourage open discussions with hiring managers to explore flexible work arrangements, which are subject to business needs.
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