Quantitative Strategist – Market Risk

We are seeking a Quantitative Strategist – Market Risk to join our Group Strategic Analytics (GSA) team, which is part of the Group Chief Operation Office (COO). As a Quantitative Strategist, you will focus on platform development and model implementation for Market Risk and Capital calculation, such as the Fundamental Review of the Trading Book (FRTB), Value at Risk (VaR), Stress Testing and Economic Capital.

You will design, implement, and maintain high-quality software components for market risk calculations, participate in the development of production applications implemented in Python and C++, and maintain a rigorous focus on system stability, completeness, and accuracy of calculations.

In return, you can expect a competitive salary and non-contributory pension, 30 days' holiday plus bank holidays, Life Assurance and Private Healthcare for you and your family, and a range of flexible benefits including Retail Discounts, a Bike4Work scheme, and Gym benefits.

To succeed in this role, you will need strong Python programming skills, a quantitative background and analytical skills, and experience of developing robust, maintainable codebases. Prior exposure to finance, in particular subjects such as derivatives and value-at-risk, is preferred, as well as experience of C++ development.