×

Job Details

Click here to become a registered jobseeker.

Core Quantitative Analyst

London, United Kingdom, £ £ - Annual Annual, Permanent

Description:

Core Quantitative Strat - VP level

London

The requirement is to work on a high profile project that extends the platform beyond quantitative modelling, pricing and risk management, into statistical and econometric forecasting to support business intelligence reports and regulatory testing. You will be responsible for developing tooling and extending the software architecture to support the teams that develop these models and deliver results to business, control and finance functions, giving them the same robust platform for model delivery as traditional quants and traders expect for pricing and risk management.

Key Responsibilities:

  • Responsible for developing and maintaining software architecture to manage models, data dependencies and result generation to be used across diverse modelling groups.
  • Responsible for adhering to high quality software delivery principles, embed this in your working practises, and evangelise to the modelling groups.
  • Support modelling teams integrating their models into the software architecture.
  • Responsible for supporting business user and upstream development teams that use the software architecture to consume models.

Requirements:

  • Experience of development in quantitative pricing/risk or data analytics libraries, and managing data in quantitative, macro-economic or business domains.
  • Experience of interacting with data modellers and business end users, and managing the demands of both.
  • Programming skills in C++, and familiarity with interfacing to Python, R or similar would be beneficial.
  • Excellent communication skills, both written and verbal, able to communicate effectively between technical team and across multiple teams and functions
  • Able to multi-task different projects and prioritise against tight deadlines

Job Details

1304857846
Full Time
London, United Kingdom
Permanent
£ £ - Annual Annual