• Senior Quantitative Analyst Jobs in United Kingdom - 25327148

  • Crisil Ltd
  • United Kingdom, Uk
  • Save Job
  • 0 - 3 Years
  • Posted : above 1 month

Job Description:

About CRISIL Limited CRISIL is a global, agile and innovative analytics company driven by its mission of making markets function better We are Indias foremost provider of ratings, data, research, analytics and solutions A strong track record of growth, culture of innovation and global footprint sets us apart We have delivered independent opinions, actionable insights, and efficient solutions to over 100,000 customers We are majority owned by S&P Global Inc, a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide

KEY ROLES & RESPONSIBILITIES

The role will require working closely with the model development team of a large global bank This will include developing new models, enhancing/improving, maintaining existing models to support the banks business activities and regulatory mandates
The candidates are required to have sound knowledge and exposure to pricing models across different asset classes This will include exposure to any of the following methodologies-
Derivatives Pricing models
Market Risk/VaR models
Counterparty Risk and CVA methodologies
IMM and Risk-based margins
Key responsibilities include understanding business requirements, regulatory guidelines, cleaning/transforming data, determining appropriate modelling methodologies, model construction/testing, models implementation, integrating models into existing systems, model documentation and review

FUNCTIONAL & BEHAVIOURAL KNOWLEDGE

Applies breadth of knowledge and expertise of quality control, engineering, and/or mathematical principles and theories gained through experience
Implements and tests quantitative models as prototypes or production engines using the Quantitative Tools as appropriate, to further the study, application and acceptance of quantitative methodologies

PROBLEM SOLVING

Searches and reads quantitative literature to leverage other research and to understand the current state of quantitative financial modeling and best practices
Remains current on research and trends
Understands how product teams quantitative/analytic model outputs impact other users of the analysis across the business

INTERACTIONS

Solves complex, non-routine problems, using existing or new solutions
Solves problems with minimal oversight or interaction

TYPICAL SCOPE & IMPACT

May lead Quality Control teams; Will mentor and train more junior colleagues that are still learning techniques or businesses
Actively participates in committees or groups that assist in recruiting, attending seminars, presenting work to teams

MINIMUM & PREFERRED EDUCATION

PhD Mathematics / Physics / Engineering / Computational Finance or similar quantitative discipline or Masters in Financial Engineering (MFE) with relevant experience

MINIMUM & PREFERRED EXPERIENCE / SKILLS

Good Mathematical and numerical skills with excellent knowledge of quantitative finance topics like Geometric Brownian Motion, Stochastic Calculus, Partial Differential Equations, Monte Carlo simulation etc
Exposure to valuation/pricing models across asset classes with experience in different methods used Experience and knowledge of regulatory initiatives such as FRTB, Libor transition is required
Strong exposure to various risk concepts including VaR, CVA, IMM and Risk-based margins amongst others is required
Sound knowledge of standard tools and platforms used in the industry
Ability to explain complicated concepts with ease to a wide range of audiences
Comfortable programming in one or more of the following C /C#, Java, Python, R etc
Good communication skills, team-work and flexibility

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Consulting Services
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 06th Jun 2020

Key Skills:

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