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Quantitative Research Analyst

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

Description:

We\'re looking for a candidate to this position in an exciting company.

  • Development and implementation of quantitative methodologies to be used for market risk measurement
  • Development and adaptation of existing methodologies in order to be used to measure capital add-ons associated to non-modellable risk factors and standard calculations
  • Maintain, co-ordinate and enhance development environment, communication, tests and best practices
  • Design of innovative analytic/implementation approaches, system architecture, code optimisation, interfaces, etc.
  • Development, delivery and support of tools based on FI Research\'s analytics libraries

  • Master or PhD degree qualification in mathematics, statistics, physics, engineering or finance/econometrics
  • Knowledge of quantitative finance and options
  • Strong mathematics and numerical techniques, e.g., linear algebra, root finding, finite differences
  • Good knowledge of Fixed Income products
  • Professional experience in the Financial Services industry ideally with experience in trading activities / market risk, quantitative finance, regulatory projects
  • Previous quantitative research experience and knowledge of financial modelling techniques
  • Strong programming skills with experience gained in a context of quantitative research (model implementation in an analytics pricing library).
  • Programming and coding knowledge, ideally knowledge of Java, C++, C#, Python languages with a good understanding of what is required to write code which is both easy to test and debug and also achieves good computational performance
  • Data retrieval (Bloomberg, Reuters et.), Data manipulation and storage (SQL etc.), scripting languages (python etc.) Communication skills - Proficient
  • Is recognised by others as a highly effective communicator. Can present or skillfully communicate complex ideas, strategic and critical messages or ideas to large, culturally diverse and unfamiliar audiences, including in conflicting situations, both across and throughout the hierarchy and/or the top management.
  • Ensures that messages and policies are passed on at a global level.
  • Shows confidence when presenting and answers challenging questions. Organisational skills - Proficient
  • Consistently readjusts the activities and organisation of multiple tasks/people/teams in order to cope with unexpected elements or changing priorities, taking into account multiple criteria such as availability, skills, performance, delays, etc.
  • Is recognised for their planning and organisation skills.
  • If relevant, delegates to multiple people, coordinating complex projects/activities with important interdependence. Ability to deliver / results driven - Proficient
  • Proactively identifies areas of development, improvement or ways to maximise results and takes initiative to implement relevant actions, in the short and long term.
  • Where relevant, works proactively and autonomously, implementing work processes, ideas and solutions, including in situations where information is missing or unusual.

Job Details

1004377160
Not Specified
London, United Kingdom
Permanent
£ £ - Annual Annual