Organisation

 

A premier Financial Markets house is looking for experienced Risk or Front Office Quant to join its Quantitative Division

 

Role

 

• Developing and enhancement of models and analytics for new platform

• Development of Pricing and Risk models for Library

• Configuration and validation of new products

• Supporting the development of a new Stress testing environment

• Delivering best in class documentation and maintenance of directories

 

 

Individual

 

• Track record of achievements in either a front office, Risk, Line-2 or Quant Dev environment

• Experience of Linnear Rates, OTC and Commodities advantageous

• Exposure to analytical techniques such as simulations, regression analysis, optimization and Time series analysis

• Exposure to R, Python, C (# or ++), VBA, Mathematica advantageous

• Strong academic achievement at a Masters or Doctoral level within a STEM discipline

• Actuarial, CQF & Master of Applied Finance qualifications also of interest.

• Impeccable communications both written and verbal

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To apply, please send your CV by clicking on the appropriate link, or for more information or a confidential discussion, please contact Graeme Bradley.