Cross Asset Model Validation Quantitative Analyst – London recruitment
The team has three essential tasks, Model Validation, Quantitative Analytics and Quantitative Development. Joining the cross asset team, you rotate through the core functions of the team, developing in different areas of the project life cycle.
My clients offer a high degree of industry knowledge and training with a Senior Quant and also provide a busy schedule with a large number of projects underway currently and in the future expansion of the team.
Position Overview:-
-Validate Quantitative Risk Tools.
-Reviewing highlighting limitation to current trading system modelling frameworks
-Building quantitative tools to compute adjustments and/or limitations for trading systems
-Dealing with discrepancies in day to day valuations
-Engage fully with the relevant business functions in order to fully understand their requirements with a view to providing the most appropriate quantitative solutions.
Ideally the Quantitative Analyst will be a:
-Masters or PHD with a quantitative degree.
-Quantitative analytical and project management skills.
-Good programming skills in VBA, C++
-Strong communication and presentations skills.
-Problem Solving skills and the ability to think laterally.
-Experience of working as a quantitative analyst or in a relevant highly technical role valuation/risk role.
-Understanding of financial markets products and services.