Quantitative Analyst - Front office / Equities - C#

Eames Consulting Group
London (Central)
10 Mar 2018
14 Mar 2018
Contract Type
Full Time
Quantitative Analyst is wanted for a global Asset Management firm. Quantitative Analyst will collaborate with Front Office in the development and deployment of appropriate modelling tools and techniques that will enhance or improve funds' performance and risk management of funds. Equities exposure is important.

Main Duties & Responsibilities - MUST HAVE MODEL VALIDATION AND C#/C++ Experience

*Production and monitoring of regulatory risk numbers.
*Understand the liquidity risks that funds are exposed to, to ensure a robust liquidity risk management.
*Build analytical tools required to ensure thorough analysis of funds' risks, which may include using data analysis tools as python or R.
*Contribute to build a robust framework and tools to carry out independent model validation of the risk models and risk numbers provided by the official risk engine.
*Understand critical fund data sets and structures and be able to model them appropriate.

*Very good knowledge of financial instruments (pricing models) and related data requirements in a multi asset context.
*Particularly experienced with fundamental factor models (equity focus) and full valuation based risk analysis.
*Proven programming skills in PL-SQL, R, VBA and possibly Python.
*Very good knowledge on databases and data processes to establish scalable analytics workflows.
*Experience with business specifications and workflow documentation.
*Experience with Bloomberg PORT, BarraOne (BDT/BDTi) and RiskManager would be optimal.
*Track record in the implementation of factor based performance & risk attribution frameworks would be optimal.
*Ability to work accurately and achieve operational goals under the pressure of tight deadlines.
*Strong analytical, quantitative and problem solving skills.



If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if would like to know more information please contact Shanaz Rob- call on or for more details

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