×

Job Details

Click here to become a registered jobseeker.

Quantitative Analyst

London, Greater London, United Kingdom, £ £ 750.00-800.00 Daily Daily, Contract

Description:

Quantitative Analyst - London

Quantitative Analyst - London

The work location is in London

The duration of the contract is 8 Months Initially

The Pay rate on offer is £750/d - £800/d PAYE ONLY

This role is working for a British multinational banking and financial services organisation.

ROLE DESCRIPTION

The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks
To design, develop, test and document the models developed to the client's standards
Develop technical solutions for the desk as required
To provide rapid fixes to any issues identified in the models
To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

QUALIFICATIONS & EXPERIENCE

Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
Strong C++ skills.
Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
Good knowledge of Excel.
Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.
Knowledge of distributed computing and serialisation techniques preferred.
Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
A degree in mathematical finance, science or maths from a top tier university
Knowledge of the standard pricing models used in the investment banking industry
C++ experience (preferably using Visual Studio 2017)
Excel VBA experience required
Python experience preferred
Experience with IBOR a plus

Job Details

1163302592
Not Specified
London, Greater London, United Kingdom
Contract
£ £ 750.00-800.00 Daily Daily