Quantitative Analyst - C/C++, Python, Curves, Content Exposure, Investment Banking, FRTB, Python, VBA

I am seeking an experienced Quant Analyst to join my client who is a leading investment bank based in London. You will be required to develop mathematical models and analytical tools supporting trading activities across asset classes such as FX, Fixed Income, Credit, and Equities. Ideally you will have worked as a Quant Analyst across multiple different asset classes.

Key Responsibilities:

• Design, implement, validate, and document quantitative models in line with established internal standards.
• Deliver technical solutions and analytical enhancements required by front-office teams.
• Diagnose and resolve model issues quickly to minimise disruption to trading operations.
• Build and maintain model-calibration processes and market-data analytics, including curve construction, bootstrapping, and interpolation techniques.

Key Experience:

• 5+ years experience as a Quant Analyst
• Strong understanding of commonly used pricing and risk-modelling frameworks within financial markets.
• Proficient in C++
• Skilled in Excel VBA.
• Python
• Knowledge of IBOR-related methodologies or transitions is an advantage.
• FRTB/IMA

This will be an initial 6 month contract paying up to £950 per day, via an umbrella company. You will be required to go onsite up to 3 times per week.