Associate Director, Quant

Requisition ID: 262972

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

The role is for an Associate Director within the Global Analytics and Financial Engineering team.

Accountabilities

• The successful candidate will support the London Equity Derivatives trading desk, working closely with teams in Toronto and New York.
• GAFE is a critical function within the Bank's Global Banking and Markets (GBM) division.
• The team develops derivatives valuation models and analytics used globally for pricing, hedging, risk management, trading limits, and capital calculations.
• Furthermore GAFE supports the Trading desk on a daily basis, and addresses various production issues
• The accuracy and performance of these models, have a direct impact on GBM's competitiveness and profitability.
• The reliability and robustness of the analytics, enable the business to efficiently assess and hedge risks.

Experience/Education

• PhD or MSc/MFE in Mathematics, Computer Science, Software Engineering, Physics, or a related quantitative discipline
• Experience in Equity Derivatives and Structured Notes, including valuation models
• Robust programming skills. Python, Java, C++
• Background in finite difference methods, Monte Carlo simulation
• Strong communication and interpersonal skills, with the ability to work effectively in a team environment
• Aptitude to thrive in a fast-paced environment with changing priorities

Location(s): England : GreaterLondon : London (UK)