Quantitative Analyst - Valuation Risk (VRC Equities) - London, United Kingdom,


The company is a Bank.

  • You will be part of Valuation Risk and Control (VRC) Equities Technical Team
  • Your role requires you to review the valuation models as well as methodologies designed to determine the fair value of asset and liabilities on Firm's book in the Equities business.
  • You will review the appropriateness of valuation methodology, model calibration, model inputs, model adjustments and usage of models for equity derivatives and equity hybrid products.
  • You will work closely with traders, model developers (front office quants), risk managers and product controllers to accomplish our tasks.
  • This is an AVP position located in London, reporting directly to the Technical Lead of VRC Equities Team who sits in London.
  • A department which values Diversity and Inclusion (D&I) and is committed to realizing the firm's D&I ambition which is an integral part of our global Conduct and Ethics Standards.

  • You hold an advanced academic degree (PhD preferred) in a quantitative field (Mathematics, Physics, Engineering, Quantitative Finance, Statistics).
  • You have prior relevant experience in quantitative analysis / modelling / research / risk management of derivative products.
  • You possess excellent written and verbal communication skills.
  • You are a highly organised and ambitious individual, able to work both independently and as part of a team.
  • You possess knowledge of financial markets.
  • You understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application.