Quant Analyst (Python/R)

Elliott James Consulting Limited
£40,000 - £65,000 + Bonus + Benefits
28 Sep 2017
03 Nov 2017
Contract Type
Full Time
Job Purpose The Quant - Analyst is responsible for modelling risk, client project work and associated services including development of web-based analytical applications. They will have good knowledge and experience of financial markets, including exposure to OTC derivatives. The successful candidate will likely have worked both in either banking, fund management or start-up environments and bring an entrepreneurial mindset. They will have strong technical skills (including SQL, R and Python) and knowledge of software development methodologies. Responsibilities - Quantifying, measuring and managing clients financial market risk exposures using different tools i.e. VaR, sensitivity analysis and probabilistic analysis. - Development of strategies and models for complex quantitative problems using approaches such as mathematical optimisation, numerical methods and statistical analysis including Monte Carlo simulation. - Providing quant resource to a broader consultancy team, more specifically modelling and analysing hedging strategies for internal stakeholders and clients. - Development of cutting edge tools and systems to enhance their trade reporting, analytics and risk management capabilities. Essential Skills, Experience and Qualifications - Professional experience (>3yrs) in financial markets - Excellent communication skills (written and verbal) - Experience with numerical methods (including Monte-Carlo) - Excellent analytical and problem-solving abilities - OTC Derivatives pricing experience - Strong SQL, R and Python skills - Inquisitive nature, ability to ask right questions and escalate issues - Risk & control mind-set - Team work oriented - Previous modelling experience Desirable Skills, Experience and Qualifications - MS degree in Maths, Finance, Physics, Computer Science, Engineering or simil - Familiarity with probability, statistics, numerical methods and mathematical optimization - Experience with derivatives risk systems or other systems based on the application of financial model - Experience of GI - Familiarity with quantitative finance and trading
This job was originally posted as www.jobsite.co.uk/job/959208297