Quantitative Strategist Flow Rates

Description

Job Title: Quantitative Strategist Flow Rates

Location: London

Corporate Title: Associate

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally. The team delivers innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable.

You will be joining the Flow Rates Desk Strats team to support the development and implementation of the strategic Kannon platform (written in C++ and Python), building the 'Golden-Source' representation of Trading Inventory, delivering critical interest rate curves for risk and P&L platform...