Job Title: Quantitative Analyst
Quantitative Research is in charge of the development of the analytic tools used to evaluate and risk manage the position in VTB’s books (VTB refers primarily to VTB Capital, but also to VTB Bank). The Quantitative Research group is a small part of the Front Office, but although it reports directly to the heads of trading, the tools that are developed by its members are also used by support functions such as Risk Management and Finance, once validated for that purpose.
The Quantitative Research is located in London. We are looking to expand the team by adding a member in Moscow to support the users there. It has become critical now that the Quantitative Research analytics are used more intensively by VTB Bank OAO and, as a consequence, a Russian speaker is also much needed.
The Quantitative Analyst in Moscow main task will be to support the users of QR Library in Excel or RUBIK (internal booking and risk management system). For that reason, the Analyst will need to understand the technical aspects of these mathematical tools. The development of analytics directly in the code of the Library is excluded at that stage, however providing Proof of Concepts in Excel or dedicated setups in RUBIK will be requested. These tasks require understanding both the user’s request and the technical architecture of the Quantitative Research Analytics. For that reason, the job holder will spend the first six months of his/her employment in London, with the other members of the Quantitative Research (other trips will be requested as needed).
Key Competencies & Qualifications
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