This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
Westminster is the backbone C++ analytics library, developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the Bank. The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base.
Job Responsibility:
Work on Westminster in close cooperation with the London and Lisbon colleagues
Work closely with FRG and other Quant Research teams
Communicate in an effective manner with other quants, developers and testers
Build a good relationship with existing teams who operate in complimentary roles
Requirements:
Good analytics skills, namely mathematical/statistical intuition and logical reasoning
Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool
Some working knowledge of flow rates products and a basic interest in quantitative finance is expected
Past experience working with large scale quantitative library (Risk, Pricing, P&L Explain)
C++
Python
Academic background in mathematics/statistics or a closely related field (physics, engineering)
Good understanding of modern software development, ideally with experience in the industrialized, scalable testing of mission-critical applications (using e.g. automation tools and container technology)
Welcome to CrawlJobs.com – Your Global Job Discovery Platform
At CrawlJobs.com, we simplify finding your next career opportunity by bringing job listings directly to you from all corners of the web. Using cutting-edge AI and web-crawling technologies, we gather and curate job offers from various sources across the globe, ensuring you have access to the most up-to-date job listings in one place.
We use cookies to enhance your experience, analyze traffic, and serve personalized content. By clicking “Accept”, you agree to the use of cookies.