2 x Quantitative Analyst / Strategist roles 0-5 yrs.’ exp – Global leading Investment Bank –London recruitment
The ideal profile would be a PhD in a Quantitative subject, very strong OO programming skills and an internship – up to 5 years’ experience as a Quant in Equities, Interest Rates or a Prime Brokerage team.
Candidates on the more Junior side, should have some commercial experience and advanced programming skills in C++, Java, C# and/or Python.
Post-doc research experience is valued as is PhDs over MSc qualifications. Skills in stochastic modelling, econometrics, a strong understanding of financial markets, time series analysis and/or regression techniques.
The successful candidate(s) will regularly interact with traders and developers throughout the day, developing dynamic pricing models, developing and applying analytical tools and techniques to help identify new trading opportunities…
This is a fantastic opportunity to work in one of the most profitable/successful groups in a hugely influential firm with a stellar reputation.
Interviews have already begun to start taking place, so if you are potentially keen, please do not hesitate to send in your Cv to be considered for the position, to Sammy – s.khelil@westbourne-partners.com.
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