Quantitative Analyst - London

Recruiter
B C T Resourcing
Location
London (Greater)
Posted
10 Jan 2018
Closes
09 Feb 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Quantitative Analyst - Model Validation / Pricing - Exotics
London
Permanent
90,000-130,000 + Package - Bonus, Benefits , Flexible Working

An excellent opportunity has arisen for a Quantitative Analyst to work for a rapidly expanding organisation within the financial market. Our client is seeking tenacious, enthusiastic and driven individuals looking to progress and develop their career with an entrepreneurial attitude. Oliver James Associate have been engaged to provide a short-list by the first week of January 2018. .

Key Responsibilities

You will be pivotal in supporting the business quantitative and risk teams in managing a large portfolio of projects looking at various risk exposures to help program and stress test various tools for some of the UK's leading Investment Banks, Hedge Funds and Asset Managers.

Responsibilities as a Quantitative Analyst will include:

* Quantitative modelling and strategy development with a strong technical understanding to aid with a variety of model validation projects
* Stress-testing and numerical simulation tool experience - Monte Carlo Simulation / VaR
* Model Validation experience
* Development of leading quantitative tools and simulations to suit various projects within the Investment Banking risk portfolio.
* Pricing . modelling and analysing financial products and exotic derivatives
* Verbally presenting key findings to management team

Key Requirements

* 5 + years' experience in a quantitative role within a financial market - Investment Banking, Banking, Asset Management , Fund Management
* Degree or qualification in a Quantitative related field such as Mathematics, Financial Engineering, Statistics, Computer Science etc
* PhD Advantageous
* Technical knowledge / development using MATLAB, C++
* Experience with risk systems within the exotic derivatives space - Equities, Fixed Income, Interest Rates , Structured Products

model validation , model validation , model validation , exotics, exotics, exotics , pricing, pricing , pricing

Keywords: R, Python, SQL, Quantitative, developing, stimulation, mote carlo, VaR, Quant , Derivatives MATLAB, C++, pricing , pricing , pricing, model validation , model validation, model validation
This job was originally posted as www.totaljobs.com/job/78586422