Job Description
Opportunity An entry‑level quantitative analyst in the Central Funding Group will focus on building cross‑asset derivative analytics models in a shared model library platform supporting CFG business. The role includes developing, implementing new models and maintaining, enhancing, and supporting existing models.
Responsibilities
Apply quantitative analytics skills to collaborate with CFG quants to design, implement, test, and roll out CFG cross‑asset derivative models in the GOAL analytics environment.
Support the CFG business by assisting traders in understanding analytic pricing models, how to book trades into GOAL, and helping them in model testing.
Prepare model documentation and validation submissions for CFG.
Review and comply with Firm Policies applicable to CFG business activities.
Escalate operational risk loss events, control deficiencies, and risks identified to the line manager and relevant risk and control functions in ...
Responsibilities
Apply quantitative analytics skills to collaborate with CFG quants to design, implement, test, and roll out CFG cross‑asset derivative models in the GOAL analytics environment.
Support the CFG business by assisting traders in understanding analytic pricing models, how to book trades into GOAL, and helping them in model testing.
Prepare model documentation and validation submissions for CFG.
Review and comply with Firm Policies applicable to CFG business activities.
Escalate operational risk loss events, control deficiencies, and risks identified to the line manager and relevant risk and control functions in ...