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Quant Analyst PhD Required for This Role (W2 Only / No C2C Available)
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Full-time
- This is an opportunity for a Quantitative Analyst for our Global Risk Analytics’ (GRA’s) Quantitative Projects (QP) function.
- The GRA team provides quantitative capabilities supporting global risk management and capital management and develops a consistent set of risk and capital models and analytical tools that drive the company’s technology infrastructure.
- QP function partners with GRA teams to develop and deliver modelling solutions and analytical tools in order to address MRA/MRIA requirements; provides quantitative expertise for a broad range of modelling areas across the Enterprise; builds and maintains the analytics infrastructure which supports GRA’s modelling library; develops robust back-testing frameworks.
- The role will involve the development and enhancement of capital and loss forecasting models within the bank, with a particular focus on the achieving compliance with the Basel committee market risk requirements outlined as part of the Fundamental Review of the Trading Book. This is a high-profile area and presents a challenging and intellectually stimulating role in a dynamic team that is used to delivering in a timely manner to many different constituents of the bank.
- Qualified PhD level in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering)
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