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Quant Analyst

Job Title: Quant Analyst
Contract Type: Permanent
Location: London, England
Industry:
Salary: Negotiable
: ASAP
REF: 212040_1538056673
Contact Name: Anthony Parke
Contact Email: Anthony.Parke@ojassociates.com
Job Published: 3 months ago

Job Description

Quant Analyst

Location: London

Job Type: Permanent

Quant Analyst at a leading firm based in London. The firm deals with over $2tn AUM whilst advising $90bn in hedging transactions. The Quant Analyst will sit on the Quant desk which is responsible for contributing to the development of Risk applications with direct explore to clients. The successful candidate will have an excellent grasp of market risk and derivative pricing from working in quantitative finance functions.

Responsibilities

  • Development of strategies for complex quantitative finance function (mathematical optimisation, numerical methods, stochastic calculus and statistical analysis)
  • Providing Quant resource to a broader strategy team
  • Quantifying, measuring and managing client market risk exposure
  • Development of cutting-edge trade reporting, analytic and risk management capabilities
  • Support the technology development team

Essential skills

  • OTC derivative pricing experience
  • High degree of understanding of market Risk models
  • Experience with Stochastic Calculus and Monte-Carlo
  • Python, R, SQL
  • 3+ years professional experience
  • Risk & control mindset

Desirable

  • Industry experience quantitative finance
  • Educated master's degree on quantitative discipline
  • Experience of full software life-cycle: design, coding, test, development, and ongoing support
  • Experience of version control (Git)