đź“Ť London | Global Investment Bank
A leading global investment bank is seeking a VP Quantitative Analyst to join its Capital Analytics team in London. This is a VP-level role, suited to experienced AVP/VP professionals, with strong Front Office interaction and ownership of key regulatory capital analytics.
The Role
As a VP, you will develop and maintain quantitative models supporting regulatory capital frameworks including SA-CCR, GSIB indicators, and Resolution metrics. You’ll work closely with trading desks, quants, and technology teams to deliver scalable analytics and provide insight into the capital impact of trading activity.
Key Responsibilities
* Build and implement cross-asset quantitative analytics for regulatory capital
* Develop robust, scalable solutions in Python and C++
* Partner with Front Office to support capital-efficient structuring and pricing
* Collaborate with Risk and Compliance on model governance and validation
* Contribute at a VP level to strategic capital initiatives
Requirements:
* Experience at AVP or VP level in a quantitative analytics or modelling role within financial services
* Strong programming skills in Python and/or C++
* Experience in derivatives, risk, or capital analytics (SA-CCR preferred)
* MSc or PhD in a quantitative discipline
* Strong communication skills and ability to engage across Front Office and control functions
Why Apply:
* High-visibility VP role with direct Front Office exposure
* Influence trading decisions and capital optimisation
* Join a globally recognised, high-performing team
AMC/KSU/OFVP/LDN1