Quantitative Analyst - pricing models and optimise risk management strategies Quantitative Analyst - pricing models and optimise  …

Scope AT
in London, England, United Kingdom
Permanent, Full time
Last application, 24 Jan 20
Negotiable
Scope AT
in London, England, United Kingdom
Permanent, Full time
Last application, 24 Jan 20
Negotiable
Quantitative Analyst required to contribute to pricing models for an expanding product range and work to optimise the risk management strategies. Working with dealing, operations, risk and IT development teams. - Develop and maintain pricing models for brand new and increasingly complex products. - Understand current models and produce innovative improvements. - Day to day trading data analysis and reporting. - Support Senior Quants and Senior Dealers on dealing strategy improvement. - Work with Development team to implement pricing and risk management algorithms.

Quantitative Analyst - pricing models and optimise risk management strategies

Quantitative Analyst required to contribute to pricing models for an expanding product range and work to optimise the risk management strategies. Working with dealing, operations, risk and IT development teams. This is an excellent opportunity to be sitting in the core of the business and develop a deep understanding of the Market Making financial industry.

Key responsibilities:

- Develop and maintain pricing models for brand new and increasingly complex products.

- Understand current models and produce innovative improvements.

- Day to day trading data analysis and reporting.

- Support Senior Quants and Senior Dealers on dealing strategy improvement.

- Work with Development team to implement pricing and risk management algorithms.

Essential skils..

Strong analytical and quantitative skills.

- Good knowledge of general financial products and derivatives. Understanding of market microstructure.

- Strong skills in Excel and Python.

- Experience with Pandas, NumPy, Matlab, R or other mathematical/statistical languages/packages.

- Good knowledge of SQL and time-series databases desirable.

- Strong communication skills, both written and spoken.

Great opportunity to join growing successful client. Based City, London.


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