Front Office Model Validation Quant (Analyst/AVP)
I am looking for Junior Quantitative Analysts to join a top London-based Quants team. The team is focused on supporting the front office across a variety of asset classes, as well as the being responsible for some of the risk models too. This is a highly technical and very experienced team, who feel that a junior with some relevant experience would be best placed to benefit from the established Quants already working there.
Candidates require:
- A postgraduate qualification in a Quantitative subject (a PhD, MSc, DEA or equivalent)
- Experience and a demonstrable interest in coding, preferably in an O.O. language (i.e. C++, C#, Java )
- At least a year as a FO Quant, FO Model Validator or High calibre Risk Quant.
- A demonstrable interest in working in a Front-office, Quantitative finance role
- Good problem solving abilities
/br
To find out more about Huxley Associates, please visit www.huxley.com
Leave a Reply
You must be logged in to post a comment.