Quantitative Analyst

Job Description


CWC are looking for Quantitative Analysts to support the trading desks of a Top Tier International Bank. The role will include:


  • Developing analytics libraries used for pricing and risk-management of financial products.

  • Collaborating closely with Traders, IT staff and existing quant analysts.

  • Developing pricing models using standard valuation models used in the investment banking industry.

  • Understanding CSA-specific discounting requirements and supporting the mapping/building of curves required for discounting models.

  • Creating, implementing, and supporting quantitative models for the trading business leveraging a variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including C#, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

  • Working in close partnership with control functions such as Compliance, Finance & Risk, to ensure appropriate risk management, governance and control infrastructure.

Required Skills: 

  • Knowledge of the standard pricing models used in the investment banking industry.

  • Knowledge of CVA & CSA discounting.

  • Strong C++  skills. 

  • Must have technical/programming skills: Python (preferred) and/or Perl, Shell Script, C#, Java, VBA.

  • Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyse complex contracts; and Software design and principles

  • Windows and UNIX/LINUX

  • Knowledge of distributed computing and serialisation techniques preferred.

  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time.

  • Demonstrate clear and concise written and verbal communication skills.

Minimum Education:

Degree or higher in a quantitative subject (e.g. mathematical finance, hard science, mathematics, computer science, engineering).


Location - London with an option to work remotely initially.


Experience –

  • 5 years+ of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.

  • Background in stochastic processes, probability, and numerical analysis.

  • Must possess a level of product knowledge, Investments and Quantitative Methods.

  • C++ experience essential.

  • Excel VBA experience and Python experience preferred.


£120k - £250k 



London with an option to work remotely initially.

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