eFI Quantitative Analyst eFI Quantitative Analyst …

NatWest Group
in London, United Kingdom
Permanent, Full time
Last application, 28 Jul 21
Competitive
NatWest Group
in London, United Kingdom
Permanent, Full time
Last application, 28 Jul 21
Competitive
NatWest Group
eFI Quantitative Analyst
Join us as an eFI Quantitative Analyst

  • You'll be part of a team supporting the Fixed Income Trading Desk, delivering solutions solutions for algorithm market making and risk management
  • Throughout the course of your work, you'll make sure developments adhere to the relevant governance policies
  • It's an opportunity to combine your financial, quantitative and programming skills to solve complex analytical problems, with a direct influence on business activity


What you'll do

In your new role, you'll be research and analysing different markets, including bonds such as EGBs, gilts, treasuries, corporate and inflation, and IRS. We'll look to you to design, build and test algorithms and models for pricing, quoting and risk management.

You'll also be

  • Cooperating with trading, quants, technology and governance
  • Working alongside trading to understand needs and properly formulate requirements
  • Further developing and improving the quant infrastructure to ease access and the adoption of the algorithms
  • Cooperating with Technology to deploy tools


The skills you'll need

We're looking for someone with a good understanding of mathematical finance for fixed income, particularly the pricing of linear products.You'll have a masters or doctorate degree in a STEM subject, along with a strong mathematical background, preferably with good knowledge in probability, numerical methods, econometrics, optimisation and time series analysis.

It would also be ideal if you have good programming skills in Java, experience with data visualisation, and a background in machine learning and optimal control.

You'll also need:

  • Experience of working in a Quant or Quant Developer role
  • Excellent problem solving, computing and analysis skills
  • Strong programming skills, specifically in C++ and Python
  • Excellent verbal and written communication skills
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