Quantitative Strategist

We are seeking a Quantitative Strategist to join our Debt Strats group in London. As a Quantitative Strategist, you will be responsible for extending the pricing and quoting platform to handle equity derivatives and equity cross-asset products, improving the automation of risk and profit & loss processes, supporting the improvement of tooling and automation of market data marking, producing relative value and scenario analysis for Equity and Cross-Asset products, and contributing to the optimisation effort to improve the scalability of the cross-asset platform.

You will be part of the Group Strategic Analytics team, which acts as a bridge between the Bank's businesses and infrastructure functions to help deliver efficiency, control, and transformation goals.

We offer a competitive salary and non-contributory pension, 30 days' holiday plus bank holidays, life assurance and private healthcare, a range of flexible benefits, and the opportunity to support a wide-ranging CSR programme.

Responsibilities:

• Extending the pricing and quoting platform to handle equity derivatives and equity cross-asset products
• Improving the automation of risk and profit & loss processes
• Supporting the improvement of tooling and automation of market data marking
• Producing relative value and scenario analysis for Equity and Cross-Asset products
• Contributing to the optimisation effort to improve the scalability of the cross-asset platform

Requirements:

• In-depth knowledge of Python or C++ programming language
• Educated to Bachelor's degree level or equivalent qualification/relevant work experience in an engineering or scientific subject
• Experience of the equity business or equity derivatives space – knowledge of products, models, and risk measures is highly advantageous
• Excellent interpersonal and communication skills with the ability to effectively partner together and collaborate with colleagues and diverse stakeholders
• Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs