FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

Quantitative Analyst

My client, a leading global financial services data provider are looking for top tier problem solver who is familiar with OO concepts as well having a strong statistical background to join their team as a Quantitative Analyst.

JOB TEXT

My client, a leading global financial services data provider are looking for top tier problem solver who is familiar with OO concepts as well having a strong statistical background to join their team as a Quantitative Analyst.

Department overview:

The Quantitative Analytics function supports the entire data division and offers expertise on all quantitative issues within the company. Using a broad range of mathematical and statistical techniques in conjunction with technology, we develop many types of models for various businesses portfolio valuations, complex derivatives, risk calculation and scenario analysis etc.

Position summary:

The successful candidate will work with other experienced quantitative analysts, developers and product specialists to support and develop models to be used across the business lines mentioned above. In particular, current projects include the development of new pricing models and expanding the functionality of existing models for pricing derivatives, the creation and improvement of market data products for several business lines within the Information division, in particular the OTC derived data team, and the application of advanced analytics to the creation of new index products. The methods used involve both financial modelling and statistical techniques, often involving Bayesian inference schemes.

Business competencies:

* MSc/PhD in a quantitative subject e.g. Math, physics, computer science
* Experience with derivatives pricing models and/or risk models.
* Knowledge of mathematical finance, stochastic calculus, probability theory, PDEs
* Experience with numerical methods such as Monte Carlo, Finite Differences
* Familiarity with object oriented programming (eg. Java / C++)
* Strong problem solving skills
* High level of attention to detail

Personal competencies:

* Detail oriented and self-starter
* Ability to clearly communicate sophisticated concepts
* Ability to work in a team environment, and across different functional teams

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  • GBP50000 - GBP75000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Charles Levick
  • 15 Dec 17