Analyst, Quantitative Analysis

Analyst, Quantitative Analysis

Full-Time 36000 - 60000 Β£ / year (est.) Home office (partial)
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At a Glance

  • Tasks: Perform quantitative analysis and develop pricing tools for complex financial products.
  • Company: Join the pioneering EBRD, a diverse international organisation making a real impact.
  • Benefits: Enjoy a hybrid workplace, competitive benefits, and a focus on employee wellbeing.
  • Why this job: Be at the forefront of finance, shaping the future with innovative solutions.
  • Qualifications: Experience in quantitative analysis, C++, Python, and SQL is essential.
  • Other info: Collaborate with experts across sectors in a dynamic and inclusive environment.

The predicted salary is between 36000 - 60000 Β£ 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 (β€œTAG”) 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.

Accountabilities & Responsibilities

  • Assist when needed with the development of the in-house pricing library using C++, Python and SQL.
  • Maintain and further develop TAG-analytics Excel Addin(s).
  • Maintain and further develop Phoenix, our Django web reporting framework.
  • Develop market data β€œfeeding” 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.

Our agile and innovative approach is what makes life at the EBRD a unique experience! You will be part of a pioneering and diverse international organisation, and use your talents to make a real difference to people's lives and help shape the future of the regions we invest in.

At EBRD, our Values – Inclusiveness, Innovation, Trust, and Responsibility – are at the heart of how we work. We bring these to life through our Workplace Behaviours: listening well and speaking up, collaborating smartly, acting decisively with full commitment, and simplifying to amplify our impact. These principles shape our culture and define our success. We seek individuals who not only share these values but are also committed to embedding them in their daily work, fostering a positive and high-performing environment.

The EBRD environment provides you with:

  • Varied, stimulating and engaging work that gives you an opportunity to interact with a wide range of experts in the financial, political, public and private sectors across the regions we invest in.
  • A working culture that embraces inclusion and celebrates diversity. Our workforce reflects a broad range of backgrounds, perspectives, and experiences, bringing fresh ideas, energy, and innovation and enhancing our ability to serve our clients, shareholders, and counterparties effectively.
  • A hybrid workplace that offers flexibility to teams and individuals; that is based on trust, flexibility and connectedness.
  • An environment that places sustainability, equality and digital transformation at the heart of what we do.
  • A workplace that prioritises employee wellbeing and provides a comprehensive suite of competitive benefits.

Analyst, Quantitative Analysis employer: The European Bank for Reconstruction and Development

At EBRD, we pride ourselves on being an exceptional employer, offering a dynamic and inclusive work environment where innovation thrives. As an Analyst in Quantitative Analysis, you will engage in meaningful projects that directly impact the financial landscape while collaborating with diverse experts across various sectors. Our commitment to employee growth, sustainability, and wellbeing ensures that you will not only develop your technical skills but also contribute to shaping a better future for the regions we serve.
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Contact Detail:

The European Bank for Reconstruction and Development 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, especially those already working at EBRD or similar organisations. A friendly chat can open doors and give you insights that a job description just can't.

✨Tip Number 2

Prepare for interviews by brushing up on your technical skills. Since this role involves C++, Python, and SQL, make sure you can talk confidently about your experience with these tools and how you've used them in past projects.

✨Tip Number 3

Show your passion for quantitative analysis! Be ready to discuss recent trends in the field and how they relate to the work at EBRD. This will demonstrate your commitment and enthusiasm for the role.

✨Tip Number 4

Don't forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you're serious about joining the team at EBRD.

We think you need these skills to ace Analyst, Quantitative Analysis

Quantitative Analysis
C++
Python
SQL
Django
Excel Add-ins
Risk Management
Valuation of Derivatives
Portfolio Management Tools
Market Data Infrastructure
Mathematical Modelling
Analytical Tools Development
Communication with Stakeholders
Problem-Solving Skills
Adaptability to New Technologies

Some tips for your application 🫑

Tailor Your CV: Make sure your CV is tailored to the Analyst, Quantitative Analysis role. Highlight your experience with C++, Python, and SQL, as well as any relevant quantitative analysis skills. 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 you can contribute to our team. Be sure to mention specific projects or experiences that relate to the job description.

Showcase Your Technical Skills: Since this role involves a lot of technical tasks, make sure to showcase your programming skills and any experience with pricing models or risk management tools. We love seeing examples of your work, so don’t hold back!

Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you’re considered for the role. Plus, it’s super easy!

How to prepare for a job interview at The European Bank for Reconstruction and Development

✨Know Your Quantitative Stuff

Make sure you brush up on your quantitative analysis skills, especially in areas like derivatives and risk management. Be ready to discuss specific models you've worked with and how you've applied them in real-world scenarios.

✨C++ and Python Proficiency

Since the role involves developing pricing tools in C++ and Python, be prepared to showcase your coding skills. You might even be asked to solve a coding problem during the interview, so practice writing clean, efficient code beforehand.

✨Understand the Business Context

Familiarise yourself with the Treasury's role within the bank and how quantitative analysis supports their objectives. This will help you demonstrate your understanding of how your work can impact decision-making and risk management.

✨Show Your Collaborative Spirit

The job requires close interaction with portfolio managers and traders, so highlight your teamwork skills. Share examples of how you've successfully collaborated with others to achieve common goals, especially in high-pressure situations.

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