Credit Quantitative Analytics Vice President Credit Quantitative Analytics Vice President …

NatWest Group
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
NatWest Group
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
NatWest Group
Credit Quantitative Analytics Vice President
Join us as a Credit Quantitative Analytics Vice President

  • This is an opportunity to take on a critical role in NatWest Markets
  • You'll be joining a team who develop the credit pricing model and analytics for products such as credit default swap, corporate bond, traded loan and credit linked notes
  • You'll enjoy lots of collaboration in this role, working closely with your team and across our Trading, Risk and IT departments


What you'll do

The role offers you the opportunity to solve complex analytical problems and have a direct impact on day-to-day trading activity.

Your responsibilities will be:

  • Working on pricing models for both flow and structured credit
  • Designing the calculation methodology and implementing in C++
  • Working with the Global Quant team to make sure that model changes are in line with the global analytics C++ library design and framework
  • Demonstrating calculations to stakeholders in Trading, Risk and IT
  • Assisting with existing implementations and contributing to their ongoing development
  • Responding to analytical requests from trading and structuring teams


The skills you'll need

You'll need a strong mathematical background, preferably with good knowledge of probability, quantitative finance, numerical methods, multivariate statistics, econometrics, optimisation, and time series analysis. We'll also need you to hold a master's degree in a STEM subject.

A good understanding of investment banking and financial derivative products, particularly credit derivative products, would be an advantage.

We'll also expect you to have:

  • Excellent problem solving, computing and analysis skills
  • Outstanding verbal and written communication skills

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