Required Experience and Qualifications

Technical Skills

Stakeholder Environment

The role requires regular engagement with Treasury Trading Desks, Financial Markets Solutions, IT, Market Risk, and external vendors. Clear communication of quantitative findings to both technical and non-technical audiences is a core part of the position.

• Translate product features, payoff structures, valuation needs, and market data dependencies into clear model requirements for Treasury Trading Desk and Financial Markets Solutions.
• Define model scope, assumptions, limitations, and intended usage to support implementation, validation, and control readiness.
• Provide specialist input on model suitability, sensitivities, and practical application across Front Office activities.
• Manage quantitative delivery of Front Office pricing model implementation, covering requirements, configuration support, testing, documentation, validation submissions, implementation readiness, and post-go-live monitoring.
• Coordinate with Front Office users, Financial Markets Solutions, IT, Market Risk, and external vendors to ensure quantitative outputs, testing evidence, and supporting artefacts are delivered in line with agreed milestones and governance expectations.
• Identify control gaps, process inefficiencies, and opportunities to strengthen replication methods, analytical approaches, and model usage discipline.
• Implement improvements that support consistency, transparency, and control effectiveness across the model lifecycle.
• Provide quantitative input to working sessions, review forums, and governance discussions, ensuring model requirements, assumptions, limitations, and control responsibilities are documented across all relevant stakeholders.
• Maintain complete and accurate documentation for Front Office pricing models, including methodology, assumptions, limitations, testing evidence, implementation records, and change history.
• Review calibration outputs, conduct sensitivity analysis, and benchmark Front Office pricing model results against market references and independent checks.
• Investigate material discrepancies, assess potential causes, and support corrective actions or model enhancements.
• At least 7 years of experience in Front Office quantitative analysis, pricing models, model implementation, and model governance within Treasury, Financial Markets, or a banking environment.
• Demonstrated experience in derivatives and structured products modelling, testing, benchmarking, and lifecycle management.
• Bachelor's degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering, or a related discipline.
• Professional certification in one or more of the following: Certificate in Quantitative Finance (CQF), Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or Professional Risk Manager (PRM).
• Front Office pricing models across derivatives and structured products.
• Quantitative analysis, model replication, testing, and benchmarking.
• Treasury and financial markets platforms, including Murex.
• Model governance and control frameworks.
• Programming in Python, C++, and SQL.
• Analytical validation and sensitivity analysis.