Quantitative Analyst

Job Description

Join us in London as a Quantitive Analyst

Sitting within our Treasury Markets department, you’ll be supporting the RBS Treasury front office, devising modelling approaches and ensuring that they are correctly implemented and tested
This role will see you helping us to build models from the ground up while liaising with stakeholders across the diveratives short term money market, and other areas in Treasury
You’ll have exposure to linear products across interest rates and the opportunity to build on your specialist skill set

What you’ll do

As a Quantitative Analyst, you’ll be involved in building, testing and implementing front office end of day valuation models. You’ll do this in conjunction with front office trading and external model developers.

You’ll also be:

Devising an appropriate modelling approach and comparing different modelling options
Justifying the final modelling choices made, highlighting possible issues both in normal and stressed market conditions
Identifying and collecting appropriate data
Undertaking tests and analysis to confirm the appropriateness of the models as a whole

The skills you’ll need

We’re looking for someone with a degree in a STEM subject and a good working knowledge of derivatives. Along with the ability to understand pricing models, you’ll be familiar with Java, Python, and C++.

As well as this you’ll demonstrate:

Critical thinking and advanced problem solving skills
Strong communication skills
Astute attention to detail

How we’ll reward you

In return, we offer a competitive salary plus 30% cash and benefit funding programme that can be tailored to suit your individual needs. In addition, we provide a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your work/life priorities.

Visit our reward and benefits page for more information on the benefit packages we offer.


At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we’ll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles – find out more.

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you’ll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.