Senior Quantitative Analyst

  • GBP70000 - GBP120000 per annum + Bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Aston Carter Ltd
  • 14 Sep 17

A Senior Quantitative Analyst role at equivalent VP level at a top tier investment bank, this is a cross asset class stochastic pricing model development role.

Quant, Quantitative Analyst,Quantitative, Stochastic, Pricing, Model, Modelling, Validation, VBA, C++, trade, traded, trading book

My Client is a Tier 1 Investment bank who are rapidly expand their cross asset quantitative model development team, this is due to a restructure that brings their model exposure into the group level.

They are looking to take on board Senior Quantitative Analysts to lead the development of Stochastic Pricing Models, in addition to assisting in doubling the size of this function by the new year.

This is an opportunity to work with the flexibility across all asset classes or to choose to specialise and own projects within one of these streams.

Due to the expanding model scope off the back off the current regulations, the successful candidate could also have the benefit of re valuating historic models for large scale compliance initiatives

Requirements:

  • Minimum of 3 year's experience in a quantitative modelling or validation function
  • Good knowledge of VBA and ideally C++ coding
  • A minimum of a Master's degree in a mathematical subject; maths, physics, engineering etc.
  • Demonstrable knowledge of pricing and stochastic modelling

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice http://www.allegisgroup.com/Privacy/Default.aspx). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.