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Quantitative Analyst

Job Title: Quantitative Analyst
Contract Type: Permanent
Location: London, England
Industry:
Salary: Negotiable
REF: KGI115_1546950033
Contact Name: Karysca Gill
Contact Email: Karysca.Gill@ojassociates.com
Job Published: 6 months ago

Job Description

My client, a Tier 1 Investment Bank, are searching for a Quantitative Analyst to join their ever-growing team. The role will be highly important for the Group Treasury and will sit within the Quantitative Analytics team.

As a Quantitative Analyst, your responsibilities will include:

  • Developing the statistical models for various business areas under the Bank - in relation to their Asset & Liability Management
  • Generating ideas and continuous assessments for upgrades of their current models
  • Back-testing the new models
  • Working on the interest rate risk of the banking book

You will have:

  • At least 2 years experience in a Quantitative Analytics role, ideally within ALM
  • Master's degree in a quantitative discipline, ideally a PhD degree
  • Strong experience in statistical and econometric modelling - i.e. regression, time-series etc.
  • Proficiency in Python or R