Main Purpose and Accountability of the Role

As a Quantitative Analyst within Markets Engineering EMEA, you will be responsible for the design, development, and ongoing support of core quantitative libraries. This includes financial models, product representations, valuation and sensitivities (Greeks), XVA, and other risk metrics across multiple asset classes, including interest rates, FX, inflation, and equities.

Key Responsibilities

You will be accountable for the development, integrity, and governance of pricing and valuation models, and for taking appropriate action with respect to model risk, including:
- Provide quantitative support to all users of the internal pricing library, ensuring correct usage and interpretation of models.
- Partner closely with front‑office business teams (traders) and dedicated strat teams to design, enhance, and support pricing solutions.
- Design, implement, and maintain new quantitative models, and enhance existing models to meet evolving business and risk requirements.
- Develop and implement recent products, payoffs,



and analytics within the pricing framework.
- Own and coordinate model and library changes, including release planning and deployment to production in accordance with internal approval and change‑management procedures.
- Maintain the pricing library at an excellent standard, with a continuous focus on code quality, simplification, performance, documentation, and automated testing.
- Collaborate with quantitative teams across our client's entities that use the internal pricing library, promoting consistency, reuse, and best practices.
- Ensure adherence to regulatory standards, model risk management frameworks, and internal risk and control procedures.
- Drive innovation, particularly in identifying and delivering opportunities enabled by AI and advanced analytics within the pricing and modelling ecosystem.
- Perform additional duties consistent with the scope and purpose of the role, as required by management.

Requir

📌 Front Office Quantitative Analyst (Bengaluru)
🏢 Quanteam UK
📍 Bengaluru