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- Tasks: Perform quantitative analysis and develop pricing tools for complex financial products.
- Company: Join the EBRD, a pioneering international organisation with a diverse culture.
- Benefits: Enjoy a hybrid workplace, competitive benefits, and a focus on employee wellbeing.
- Why this job: Make a real impact in finance while working with cutting-edge technologies.
- Qualifications: Advanced degree in a quantitative field and strong skills in C++ and Python.
- Other info: Collaborate with experts and embrace a culture of inclusiveness and innovation.
The predicted salary is between 36000 - 60000 £ per year.
The Analyst, Quantitative Analyst, is a specialist who performs a variety of highly technical tasks pertaining to the valuation (including xVAs) and risk management of derivatives and complex financial products. This includes providing quantitative analysis as well as designing, implementing and maintaining pricing tools and libraries developed in C++.
The Treasury Quantitative Analytics Group (“TAG”) is responsible for all quantitative requirements of Treasury. These requirements include the design, validation, implementation and maintenance of pricing models for various types of derivative and structured products, portfolio management tools (including xVA) and risk management tools. TAG works closely with other departments within the Bank, including Risk Management, Accounting and Banking.
The Analyst, Quantitative Analysis, is expected to perform the following duties:
- Assist when needed with the development of the in-house pricing library using C++, Python and SQL.
- Maintain and further develop the TAG-analytics Excel Addin(s).
- Maintain and further develop Phoenix, our Django web reporting framework.
- Develop market data “feeding” infrastructure and other automation tasks.
- Help propose, design and implement pricing and analytical tools in a mathematically sound way. This includes the modelling of interest rates, foreign exchange, commodities, equities, credit and inflation, either as standalone asset classes or as hybrids (e.g. long term IR+FX model).
- Assist developing, maintain and enhance own developed applications used as decision making tools by the Treasury department.
- Develop, maintain and enhance pricing templates in existing third-party valuation systems for complex products to feed valuations to Front, Middle and Back Office.
- Assist in providing an independent and technical opinion on all quantitative issues. This includes assessing internal and external pricing and risk management systems, upon request.
- Closely interact with Treasury portfolio managers and traders to analyse proposed new types of instruments/trades and recommend appropriate modelling and pricing methodology.
- Be pro-active and keep up with the latest developments and techniques in the Quant world as well as IT technologies.
Knowledge, Skills, Experience & Qualifications:
- Advanced degree in a quantitative field such as mathematics, statistics, physics or engineering or equivalent.
- Strong quantitative skills in financial modelling, including stochastic calculus, numerical methods and application of the options theory.
- Experience of working in another Financial Institution.
- Good understanding of financial instruments in general and in particular interest rates, foreign exchange, equity and credit derivatives.
- Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA/DVA, FVA).
- Proficient in C++ and Python, DLL/XLL development and QuantLib; knowledge of VBA, SQL, JSON, SVN/GIT is a plus.
- Excellent communication skills, fluent in English language with good presentation skills.
- Team player.
Diversity is one of the Bank’s core values which are at the heart of everything it does. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment.
Analyst, Quantitative Analysis employer: EBRD
Contact Detail:
EBRD Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Analyst, Quantitative Analysis
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, attend meetups, and connect with alumni from your university. You never know who might have the inside scoop on job openings or can put in a good word for you.
✨Tip Number 2
Prepare for those interviews! Research the company and the role thoroughly. Be ready to discuss your quantitative skills and how they apply to real-world scenarios. Practise common interview questions and have your own questions ready to show your interest.
✨Tip Number 3
Showcase your projects! If you've worked on any relevant projects, whether in school or on your own, be sure to highlight them. Create a portfolio that demonstrates your skills in C++, Python, and financial modelling – it’ll set you apart from the crowd.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities waiting for you. Tailor your application to each role and make sure to follow up after applying – it shows initiative and keeps you on their radar.
We think you need these skills to ace Analyst, Quantitative Analysis
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Analyst, Quantitative Analysis role. Highlight your quantitative skills, experience with C++ and Python, and any relevant financial modelling expertise. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative analysis and how your skills can contribute to our team. Keep it concise but impactful – we love a good story!
Showcase Your Projects: If you've worked on any relevant projects or tools, make sure to mention them in your application. Whether it's a pricing model or a risk management tool, we want to see your hands-on experience and creativity in action!
Apply Through Our Website: Don't forget to apply through our website! It’s the best way to ensure your application gets into the right hands. Plus, it shows us you’re serious about joining our team at StudySmarter!
How to prepare for a job interview at EBRD
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative skills, especially in financial modelling and stochastic calculus. Be ready to discuss how you've applied these concepts in real-world scenarios, as this will show your depth of understanding.
✨Show Off Your Coding Skills
Since the role involves C++ and Python, be prepared to talk about your experience with these languages. Bring examples of projects you've worked on, especially those involving pricing tools or libraries, to demonstrate your technical prowess.
✨Understand the Financial Instruments
Familiarise yourself with various financial instruments, particularly derivatives and risk management techniques like VaR and CVA. Being able to discuss these topics confidently will impress the interviewers and show that you're well-prepared.
✨Communicate Clearly
Excellent communication skills are key for this role. Practice explaining complex quantitative concepts in simple terms, as you'll need to interact with portfolio managers and traders. This will help you stand out as a team player who can bridge the gap between technical and non-technical stakeholders.
