3 of 3 Quantitative Finance Jobs in the South East

an active member of the extended global Credit team within bp's Supply, Trading & Shipping business. Your key focus will be to develop and manage reporting tools, data, and quantitative models. You will also be at the cutting edge of data exploration activities in order to help drive efficiencies via automated tools, provide valuable insights as well as tackle … Credit MI, metrics, dashboards and decision tools in order to gain accurate and timely insight into bp's Credit Risk drivers. Develop strong understanding of bp Credit Risk frameworks, quantitative approach, and risk metrics as well as acquire strong commercial awareness. Support various technology and systems initiatives … including automation, data integrity and data integration. Create, implement, and support credit risk quantitative models leveraging mathematical and computer science methods and tools including Python , SQL, PowerBI, mathematical finance, and statistics and probability Maintain clear and coherent communication, both verbal and written, to understand data needs and communicate report results. Remain up to date with the latest More ❯

a 6 month rolling contract inside IR35, with a minimum of 50% travel into the London office a month. The principal requirement of the role is to carry out quantitative analysis of potential counterparty credit risk model changes proposed in the context of regulatory or business requirements. Investigations will normally include model assessment, backed up by statistical tests and … in counterparty credit risk (preferred). Continuous interaction with other teams in RISK, Risk Systems and Front Office will call for strong communication skills. Working in close partnership with quantitative analysts within SIGMA, analysts with Risk Systems and backtesting team members, as well as other stakeholders in RISK, the successful candidate will be expected to: · Contribute to the delivery … teams. Our requirements To be successful in this role, the candidate should meet the following requirements: · A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. · Proven experience in a quantitative finance environment - counterparty risk. · Good knowledge of derivatives, their risk drivers and pricing models. · Track record of quantitative models More ❯

Fund is Quant Research/Python Developer This individual will work on the build-out of risk management processes and analysis, then transition into the front office trading technology quantitative development team.The ideal candidate will have a strong background in quantitative finance, data analysis, and econometrics/statistics, as well as programming skills in Python and More ❯