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Quantitative Development Application Analyst - CIB Strats - Ass

London, United Kingdom, £ £ - Annual Annual, Permanent


Quantitative Development Application Analyst - CIB Strats - Assoc/VP level

London based

The Strats group delivers applications that solve quantitative problems for businesses across the Investment Bank. The design, specification and implementation is by Strats in close partnership with Trading, Sales, Middle Office and Technology groups. The applications cover risk analysis and live pricing tools as well as E-Trading flow analytics and algorithms. This includes batch, real-time and desktop processing using a single cohesive architecture. 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.

The newly formed Core Infrastructure Group is responsible for the tooling that underpins multiple aspects of the Strats projects including delivering SDLC tools, Test Automation and Monitoring. It also works with other DB Technology groups to provision hardware estate including compute grid as well as Control functions covering Regulation and Policy adherence.

Key responsibilities

You will be joining the CIB Strats team to develop and support the strategic intraday and end-of-day pricing, risk and P&L platform in its expansion across the Investment Bank. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity. Responsibilities will include:

  • Improving the automation of Risk and PnL processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy).
  • Developing solutions to improve integration of the Strats application stack with the bank\'s internal control functions.
  • Implementing the new automated processes and controls either within, or through enhancements to the bank\'s strategic infrastructure or through Strat solutions. These new processes and controls are to be fully automated and leverage the Bank\'s strategic static, product, trade, market data and risk repositories.
  • Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms.

Skills & Qualifications

The successive candidate will need to demonstrate a selection of the following skills:

  • Strong computing and programming skills utilising either C++, Java or Python and developing applications for use in a high pressure production environment.
  • Strong experience of infrastructure and database technologies such as MySQL, Oracle, Redis, RMDS.
  • Relevant education such as an MSc/PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering.
  • The ability to communicate effectively within a team and across multiple teams and functions.
  • Able to multi-task different projects and prioritise against tight deadlines.
  • Experience of the above within banking or finance and an understanding of cash and derivatives financial products.

Job Details

Mon, 01 Apr 2019 19:00:00 EST
Not Specified
London, United Kingdom
£ £ - Annual Annual