Opportunity

An entry‑level quantitative analyst in the Central Funding Group will focus on building cross‑asset derivative analytics models in a shared model library platform supporting CFG business. The role includes developing, implementing new models and maintaining, enhancing, and supporting existing models.

Responsibilities

• Apply quantitative analytics skills to collaborate with CFG quants to design, implement, test, and roll out CFG cross‑asset derivative models in the GOAL analytics environment.
• Support the CFG business by assisting traders in understanding analytic pricing models, how to book trades into GOAL, and helping them in model testing.
• Prepare model documentation and validation submissions for CFG.
• Review and comply with Firm Policies applicable to CFG business activities.
• Escalate operational risk loss events, control deficiencies, and risks identified to the line manager and relevant risk...