Front Office Quantitative Analyst

Main Purpose and Accountability of the Role
As a Quantitative Analyst within Markets Engineering EMEA, you will be responsible for the design, development, and ongoing support of core quantitative libraries. This includes financial models, product representations, valuation and sensitivities (Greeks), XVA, and other risk metrics across multiple asset classes, including interest rates, FX, inflation, and equities.

Key Responsibilities
You will be accountable for the development, integrity, and governance of pricing and valuation models, and for taking appropriate action with respect to model risk, including:

Provide quantitative support to all users of the internal pricing library, ensuring correct usage and interpretation of models.
Partner closely with front‑office business teams (traders) and dedicated strat teams to design, enhance, and support pricing solutions.
Design, implement, and maintain new quantitative models, and enhance existing models to mee...