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You will be joining the Debt Strat team, which combines expertise in quantitative analytics, modeling, pricing and risk management with a deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with a consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank, as well as rational allocation of constrained resources, including risk budget, balance sheet, funding and capital.
Delivering an immediate book of work, already identified within the Bank's Global Markets Rates and Collateral Management business.
Improving the automation of all profit and loss processes and existing risk processes.
Enabling appropriate controls including market object, model choice, calibration choice and a booking exception policy.
Developing algorithms to automate the cheapest process, to deliver optimisation for the Bank's collateral management process.
Developing execution tools for cash funding and securities repo transactions and incorporating this into the existing collateral management platform, in order to automate decision processes.
Participating in the build-out of the Global Markets strategic analytics platform, in partnership with the Group Technology and Operations division.
You will have:
Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment.
Strong computing and programming (coding) skills and experience, utilising programming languages such as Matlab, R, S-Plus, C++, Structured Query Language (SQL) and Oracle.
A very good understanding of the Rates and Credit business and markets and the skills to solve complex business problems.
Relevant education such as a Bachelor of Science (BSc)/Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications.
The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.
You will be:
A team player with strong interpersonal skills, leadership skills and multi-cultural understanding.
Able to multi-task different projects and prioritise against tight deadlines.
Willing and able to travel occasional
If you are interested in this position and would like to know more please send your CV to: Bradley.Tyler@AnsonMcCade.com