VP Front Office Quantitative Analyst
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Job Description
A leading global investment bank is seeking a VP Quantitative Analyst to join its Capital Analytics team in London. This is a VP-level role, suited to experienced AVP/VP professionals, with strong Front Office interaction and ownership of key regulatory capital analytics.
The Role
As a VP, you will develop and maintain quantitative models supporting regulatory capital frameworks including SA-CCR, GSIB indicators, and Resolution metrics. Youβll work closely with trading desks, quants, and technology teams to deliver scalable analytics and provide insight into the capital impact of trading activity.
Key Responsibilities
- Build and implement cross-asset quantitative analytics for regulatory capital
- Develop robust, scalable solutions in Python and C++
- Partner with Front Office to support capital-efficient structuring and pricing
- Collaborate with Risk and Compliance on model governance and validation
- Cont...