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Quantitative Analyst

Quantitative Analyst

My client a Tier 1 Investment bank with global operations, is currently looking to hire a Quantitative Analyst to join them in their London office.

Your key responsibilities:

  • Review and analyse derivative models for price and risk of equity/funds and other pricing models
  • Perform model validation testing and derive conclusions resulting in a proper assessment of the model risk involved
  • Review and study the mathematical models used, implementation methods, products traded in these markets, and the associated risks
  • Manage the model/products are implemented in a managed C++ library
  • Present outcomes from reviews and studies to key model stakeholders including: Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers

Your skills and experience:

  • PhD qualification in numerate subject such as Mathematics, Physics. Strong candidates with other post-graduate qualifications (MSc) will also be considered
  • Experience in Model Validation derivative pricing team or Front Office Quant role
  • Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential
  • Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
  • Understanding of derivative pricing models and exotic/structured products
  • Experience coding in C++ and python in a managed codebase

If you are interested please apply. For more info contact me via email: martin.kiryakov@alexanderash.com

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REFERENCE

MKQAT_1650876679

TITLE

Quantitative Analyst

TYPE

Permanent

LOCATION

London

SECTOR

Banking

SALARY

£65,000.00 - £85,000.00 - Per annum

OUR CLIENTS

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