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Front Office Cross Asset Quant Analyst, Slough
Client: Morgan McKinley
Location: Slough, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views:
4
Posted:
31.05.2025
Expiry Date:
15.07.2025
Job Description:
The quantitative Analysis Division is the front office quant team within the Global Markets (GM) division. We are a small team but cover a broad range of products spanning several asset classes including Fixed Income, Credit, and Commodities.
This is a junior to mid-level position. The focus in this role leans towards a quant who can leverage technology (possibly including AI) to automate tasks. The initial focus will be on automating model performance monitoring and complying with recent SS1/23 regulations. The role also involves supporting and debugging the in-house library via Excel and vendor systems, as well as supporting GM’s third-party trading platforms.
What you’ll be doing
* Assist in devising and implementing remediation plans for GM in-scope models to ensure SS1/23 compliance.
* Discuss, formulate, validate, and propose new products, curves, and models inspired by GM, and present to the risk department.
* Document and test models within the QAD library and third-party vendor models.
What you’ll need to be successful
* Good knowledge of programming languages (Python, C++) and experience working with external APIs.
* Understanding of pricing, calibration of models, curve stripping, and pricing basic financial products.
* Knowledge of financial (mainly derivative) products, such as interest rate swaps, FX options, credit default swaps, and commodity swaps.
* Ability to learn new trading systems and understand system behavior.
* A Maths or science-based degree, preferably at a Masters level.
* Experience with the Murex trading platform is advantageous but not required.
* Logical, diligent, and able to communicate effectively with FO, IT, Risk, and project teams.
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