▷ [High Salary] Quantitative Development Lead, Vp

2 weeks ago

Bangalore Karnataka, India NatWest Group Full time

Join us as a Quantitative Development Lead We ll look to you to work closely with trading desks to develop and improve pricing and risk management tools on our strategic platform You ll have the opportunity to contribute to strategic Python quantitative tools and C library for Front Office Trading Risk and Finance This high-profile role will bring you excellent exposure with global stakeholders as you lead and build a strong Quants team with global competences and ownership We re offering this role at vice president level What you ll do As a Quantitative Development Lead you ll be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes such as Libor discontinuation and the Fundamental Review of the Trading Book You ll also be collaborating with the Front Office Quants Trading desks Risk and Finance teams in London Your role will also involve Undertaking investigations in a logical and planned manner of a quantitative nature drawing conclusions and presenting your work to peers and supervisors for assessment and feedback Building a team that ll take ownership of and work on SAF client projects including contributing to Front Office intra or end-of-day C pricing libraries Helping to build out key components and packages in our in-house Python library Disseminating or adopting best practices both within the team and when collaborating with Front Office Quants Risk and Finance teams The skills you ll need We re looking for someone with a strong technical background in multi-asset class trade present value or Risk and P L calculation and analysis encompassing both risk and full revaluation based P L from a front office perspective As well as a holding a degree in a STEM subject you ll need at least 10 years of working experience with at least six years Python or C programming experience You ll also need An understanding and development experience of derivative products with the ability to explain different attributes for products and how cashflows and PV are calculated An understanding and development experience of market data Development experience in the front office Quant library with a deep understanding of products and options pricing models for interest rate derivatives A strong mathematical background preferably with good knowledge in probability quantitative finance stochastic calculus numerical methods multivariate statistics econometrics optimisation and time series analysis An understanding and development experience of market data including how a curves and VOL surface are constructed from market quotes and different models are used for construction Hours 45 Job Posting Closing Date 22 06 2025

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