Quantitative Analyst/Statistical Modeller

London, England, United Kingdom

My client, a top tier investment bank is looking for quantitative analyst/statistical modeller for their Financial Modelling Quant team.

Responsibilities:

  • Design, build and deliver robust and production quality statistical models and code within a unified library
  • Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.
  • Support quantification of the bank’s funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank’s asset / liability profile. 

Requirements:

  • Post graduate degree in a quantitative discipline with a statistics component.
  • Strong industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in statistics.
  • Good understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques.
  • Able to deliver to tight deadlines on quantitative projects.
  • Proficient in Python (preferred) or R

Please send your CV to phoebe.cheung@eamesconsulting.com