Equity Quantitative Analyst (£55-65k basic)
- GBP55000 - GBP65000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Taylor Root
- 09 Jan 18 2018-01-09
My client, a reputable asset management company is looking for a Quantitative Analyst to join their team based in London.
- Understand in detail the Market risk exposures of the mandated funds, and working with managers closely to provide robust Market Risk Management, including detailed analysis of risk drivers, and positional transparency.
- Production and monitoring of all regulatory risk numbers
- Understand the liquidity risks that the funds are exposed to, to ensure a robust liquidity risk management
- Build analytical tools required to ensure thorough analysis of funds' risk, 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.
- Manage the data exchange on RiskMetrics ensuring that the fund assets are correctly modelled and configured in RiskMetrics.
- Understand critical fund data sets and structures and be able to manipulate them appropriate.
- Degree in mathematics, science, engineering or economics with relevant experience in the financial industry, preferably asset management, hedge funds or investment banking
- 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 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
- Strong numerate and analytical ideas.
- Excellent communicator, both written and orally. Able to explain complex problems in a simplified way.
- Pro-active in client relationships, innovative thinker, energetic and well organised.
- To be self-motivated to work individually as well as having a strong ethic as a team player.
- Ability to display initiative. Ability to influence others whilst maintaining excellent interpersonal relationships.
- Professional and responsible approach to the working environment.
- Flexible and adaptable.
Please send your CV to email@example.com
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