Quantitative Analyst

Allegis Global Solutions are the onsite recruitment partner at RBS and manage all contract and temporary opportunities for RBS M&IB (Markets and International Banking).

POSITION DESCRIPTION:

We have an outstanding contract opportunity for QUANTITATIVE ANALYST to make their mark with one of the world's largest international banking and financial services companies. This role sits within the Rates IPV teams and has primary responsibility for the valuation control and reserving for the US Vanilla and Exotics Rates risks in the AM Rates Business area. As a Rates IPV Specialist this role has ownership for the primary valuation control duties ranging from external vendor data management through to product/parameter level review and analysis.

ADDITIONAL POSITION DETAILS:

- Help manage the delivery of input and reference data for performance of control deliverables, including source data completeness and external market data. Review to include timeliness of system delivery, handoff of quality from line (Business Control/Trader Control) teams, data quality (BC/TC and external data) and challenge success rates with external data providers
- Support the open and clear lines of communication with the extended team in Warsaw to ensure an efficient, seamless control environment operates
- Support the team to develop and implement of Prudential Valuation calculations and report taking into consideration EBA and PRA guidance

CANDIDATES SHOULD HAVE THE FOLLOWING:

- Strong Academic background with relevant experience in the Financial Services sector. Product/Business Unit Control or Valuation experience within Financial Institutions is a big bonus
- Experience of/demonstrated ability re delivering results in a fast moving, dynamic environment with proven ability to adapt and be responsive to changing requirements
- Business partnership role with experience of building strong business relationships and influencing at various levels
- Strong Excel skills (VBA preferred)

Unless otherwise stated, you should ensure that you're already authorised to work in the United Kingdom. Allegis Global Solutions welcomes all applications from all areas of society and does not discriminate on grounds of religion or belief, ethnic or national origin, race, age, disability, citizenship, marital, domestic or civil partnership status, sexual orientation, or gender identity.

Allegis Global Solutions is acting as an Employment Business in relation to this vacancy.