An established global investment banking group is seeking an experienced Quant Analyst / Quantitative Researcher at the Vice President level to join its Global Markets analytics function.
This is a high-impact, technical role sitting at the intersection of pricing model design, risk methodology, and production infrastructure. You will be responsible for the evolution of analytics that support structured credit trading, non-linear credit, and cross-asset derivatives across Fixed Income and Equity markets.
Why This Role Is Different
- Commercial Integration: You won’t be siloed in a back-office modeling unit. You will work directly alongside traders and structurers, contributing to live transactions, new product initiatives, and client engagements.
- Architectural Influence: Beyond pure modeling, you will shape the quantitative architecture and “industrialization” of pricing platforms used for market-making and P&L management.
- Leadership & Visibility: As a VP, you will act as a senior technical reference point, mentoring junior quants and influencing the strategic technical direction of the global team.
Core Responsibilities
Your work will center on the continued advancement of structured credit and non-linear analytics. Key focus areas include:
- Model Development: Building and refining pricing models for complex products including CDO tranches, Credit-Linked Notes (CLNs), Repacks, Credit Options, and Credit Hybrids.
- Risk & Capital Frameworks: Designing methodologies for market risk measurement and capital calculations, including frameworks for non-modellable risk factors and evolving regulatory requirements.
- Library Engineering: Implementing robust quantitative tools and enhancing shared analytics libraries (C++/Python) used by trading, structuring, and strategy teams globally.
- Strategic Partnering: Collaborating with IT and Quant Development to ensure models are production-ready and integrated into high-performance system architectures.
- Business Support: Supporting non-standard pricing requests and leading the quantitative elements of client discussions to drive business.
Candidate Profile
We are looking for a proactive individual with a strong academic foundation and demonstrable expertise in quantitative finance.
- Academic Excellence: An advanced degree (Masters or PhD) in Mathematics, Physics, Engineering, Quantitative Finance, or a related discipline.
- Technical Expertise: Deep understanding of structured credit modeling, market conventions, and stochastic calculus.
- Numerical Methods: Strong capability in linear algebra, numerical optimization, root-finding, and finite difference approaches.
- Programming Proficiency: Advanced C++ are essential and Python skills, specifically gained within a pricing library or quantitative research environment.
- Experience: Proven track record in financial markets (Trading Support, Quant Research, or Market Risk), with experience mentoring junior staff or leading technical workstreams.
- Communication: Ability to translate complex quantitative concepts for stakeholders in front-office environments.
What You Can Expect
- Technical Ownership: Substantial autonomy to identify inefficiencies and implement structural improvements across a global platform.
- Professional Growth: Access to structured learning programs, internal mobility, and mentoring initiatives designed for long-term career progression.
- Comprehensive Benefits: A hybrid working model complemented by a competitive pension, private medical coverage, and a focus on wellbeing.
- Values-Driven Culture: A firm committed to diversity, inclusion, and sustainable finance, ensuring an environment where expertise and initiative are rewarded.
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