| |
Partager cette information : 
See SELBY-JENNINGS-LONDON 280 Job offers
Analytical Development Quantitative Analyst - London
Circa £75,000 – £95,000 plus bonus and benefits
My client is a Top Tier U.S. Investment Bank, with a great reputation for its phenomenal profits and strength in Quantitative Analytics is seeking a Analytical Development Quant to join their rapidly growing team.
This is a mid level analytics development position within the QR Risk Group with a focus on Capital modelling, counterparty risk models, and other valuation research areas (e.g. modelling of illiquid assets). The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.
Core Responsibilities:
-Implementing a wide variety of software ranging including: product payoffs, frameworks for pricing and risk management and pricing algorithms and models
-Supporting, upgrading, and debugging the software, partnering with other Quants, Traders, and Technologists
-Liaising with technology groups to deliver the analytics to systems for use by the business
-Supporting other Quantitative Researchers with programming and technology issues
Essential skills, experience and qualifications:
-Must have exceptional C++ development skills in a numerical (scientific) programming setting. Prior experience in Python an advantage.
-Strong analytical and problem solving abilities.
-Good communication.
-Degree, preferably advanced, in a technical field from a top-tier institution: Engineering, Sciences, Computer Science, Mathematics.
-Up to 5 years industry experience.
Desirable skills, experience and qualifications:
-Strong C++ design skills
-Professional software development experience
-Knowledge of basic options pricing
-Knowledge of basic probability theory
-Professional software life-cycle experience
To apply for Quantitative Analyst - Top Investment Bank – Development Quant- London
Please contact us by email or call 00 44 207 019 4137
Key Skills: quantitative analyst, counterparty, risk, economic capital, C+, development, programming, payoffs, debugging
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
