Quant Analyst

cer Financial
04 Oct 2017
03 Nov 2017
Contract Type
Full Time
Our client, an independent market risk advisory firm specialising in the management of currency, interest rate and commodity price risk based in London and Northampton are urgently seeking a Quant Analyst with a strong data and modelling knowledge, using PYTHON and VaR to join their teams on a permanent basis. If you have the relevant experience then please contact James Baker straight away. Responsibilities of the Quant Analyst will include but not limited to: - Offering quant resource to a wider consultancy team, more precisely modelling and analysing hedging strategies for internal stakeholders and clients. - Development of cutting edge tools and systems to increase Validus's trade reporting, analytics and risk management abilities. - Quantifying, measuring and handling clients financial market risk exposures using different tools i.e. VaR, sensitivity analysis and probabilistic analysis. - Progress of strategies and models for complex quantitative problems using approaches such as mathematical optimisation, numerical methods and statistical analysis including Monte Carlo simulation. What you need to be our clients next Quant Anlayst: - Professional experience (>3yrs) in financial markets - Strong SQL, R and Python skills - Inquisitive nature, ability to ask right questions and escalate issues - Experience with numerical methods (including Monte-Carlo) - OTC Derivatives pricing experience
This job was originally posted as www.jobsite.co.uk/job/959200367