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Quant Analyst

Eingestellt von Resource Solutions - Barclays

Gesuchte Skills: Design, Library

Projektbeschreibung

Barclays are urgently looking for a Quant Analyst to work on a large scale Remediation programme of work. This person will help provide validation of redress pricing models created by the design teams and review calculations for historic cases under scope. The candidate will help preform calculations, so must have a background in pricing of complex derivatives. This area will eventually look to automate this review process, which you will help do, so you must proficient in VB and/or C++ programming

KEY RESPONSIBILITIES

- Liaison with internal business areas to obtain relevant information and detail
- Detailed review and challenge (QA) of Redress calculation policy and implementation through models
- QA review performed through independent validation of models created by Quants QA reviewer using Pricing tools from Standard Bank Applications Library
- Assess interpretation of data and application of policy.
- Highlight issues in the process and methodology for redress calculations .
- Liaison with Quality Control Checking (QCC) team members) to ensure that QA review comments/actions are addressed in a timely manner
- Serving as an escalation point for issues raised by other workstreams, related to QA work

SKILLS AND EXPERIENCE

Skills

- Understanding of Derivatives and various loan products .Market knowledge useful
- Ability to create models independently
- Ability to provide opinion on rational and policies adopted the project team. Provide recommendations when there are multiple approaches involved.
- High level of analytical and numeracy skills.
- Strong organisational skills and attention to detail.
- Excellent interpersonal skills and ability to influence others.

Experience

- Experience in dealing with complex Derivatives products, structured loans and other loan complexities
- Experience of exercising commercial judgement in relation to tasks undertaken.
- Experience in control related work, including risk management.
- Experience of making decisions and delivering solutions within a project.
- Knowledge of Visual Basic or C++ programming an advantage.

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Medien/Design

  • Skills:

    design, library

Resource Solutions - Barclays