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Join us as a Credit Quantitative Analytics Vice President
This is an opportunity to take on a critical role in NatWest Markets
You'll be joining a team who develop the credit pricing model and analytics for products such as credit default swap, corporate bond, traded loan and credit linked notes
You'll enjoy lots of collaboration in this role, working closely with your team and across our Trading, Risk and IT departments
What you'll do
The role offers you the opportunity to solve complex analytical problems and have a direct impact on day-to-day trading activity.
Your responsibilities will be:
Working on pricing models for both flow and structured credit
Designing the calculation methodology and implementing in C++
Working with the Global Quant team to make sure that model changes are in line with the global analytics C++ library design and framework
Demonstrating calculations to stakeholders in Trading, Risk and IT
Assisting with existing implementations and contributing to their ongoing development
Responding to analytical requests from trading and structuring teams
The skills you'll need
You'll need a strong mathematical background, preferably with good knowledge of probability, quantitative finance, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis. We'll also need you to hold a master's degree in a STEM subject.
A good understanding of investment banking and financial derivative products, particularly credit derivative products, would be an advantage.
We'll also expect you to have:
Excellent problem solving, computing and analysis skills
Outstanding verbal and written communication skills