Quantitative Analyst - Pricing / Model Validation

Posted 7 February by Oliver James associates

Quantitative Analyst to work for a rapidly expanding organisation within the financial market. Our client is seeking tenacious, enthusiastic and driven individuals looking to progress and develop their career with an entrepreneurial attitude. As a Quant Risk Advisory practice, they are working with some of the worlds leading Tier 1 Investment Banks, Hedge Funds and Asset Managers and are looking to build a team with some of the brightest talent available on the market.

Quantitative Analyst - Pricing - London

Permanent - £75,000-£95,000 + Package - Bonus, Benefits , Flexible Working

An excellent opportunity has arisen for a Quantitative Analyst to work for a rapidly expanding organisation within the financial market. Our client is seeking tenacious, enthusiastic and driven individuals looking to progress and develop their career with an entrepreneurial attitude.

As a boutique Quant risk consultancy, they are working with some of the worlds leading Tier 1 Investment Banks, and are looking to build a team with some of the brightest talent available on the market.

Key Responsibilities

You will be pivotal in supporting the business quantitative and risk teams in managing a large portfolio of projects looking at various risk exposures to help program and stress test various tools for some of the UK's leading Investment Banks, Hedge Funds and Asset Managers.

Responsibilities as a Quantitative Analyst will include:

  • Quantitative modelling and strategy development with a strong technical understanding to aid with a variety of model validation projects
  • Stress-testing and numerical simulation tool experience - Monte Carlo Simulation / VaR
  • Model Validation experience
  • Development of leading quantitative tools and simulations to suit various projects within the Investment Banking risk portfolio.
  • Pricing and analysing financial products and derivatives - Exotic derivatives
  • Verbally presenting key findings to management team

Key Requirements

  • 5 + years' experience in a quantitative role within a financial market - Investment Banking, Banking, Asset Management , Fund Management
  • Degree or qualification in a Quantitative related field such as Mathematics, Financial Engineering, Statistics, Computer Science etc
  • PhD Advantageous
  • Technical knowledge / development using Python, R , MATLAB, C++
  • Experience with risk systems within the derivatives space - Equities , Derivatives , Structures Products

Contact

If you believe that the above describes you, please get in touch with Tom Ogden at Oliver James Associates to find out more- / or click apply. If successful, you will be contacted within 24 hours. Oliver James are engaged as an employment organisation with an exclusive partnership for this particular client.

Required skills

  • C++
  • Python
  • Quantitative
  • SQL
  • R
  • developing
  • VaR
  • Quant
  • stimulation
  • mote carlo
  • Derivatives MATLAB

Reference: 34416266

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