Quant Analyst
Quant Analyst
£50,000 - £60,000 + excellent bonus + generous benefits
City
The Company
They are one of the most reputable fund managers in the Europe with over £100 billion AUM. In recent years there track record of success and above average results for there funds has defied all expectations. They offer a progressive environment and an excellent culture.
The Role
You will join the Quantitative Analytics group within the Fixed Income division working on the strategic quantitative program with the goal of producing global solutions. You must be a well-rounded professional with superb intellect and technical vision combined with strong analytical, operating and organizational experience. You will report to the head of EMEA Quantitative Analytics, and will quickly become a key team member and will be able to integrate into the front office. You will need to have high technically ability combined with business acumen to provide data and risk analytics solutions. You need to be a goal oriented individual that sees the big picture, but is also able to analyse the details in depth.
The Candidate
To be considered for this role, you must
* Have a MS/PhD in Computer Science, Mathematics or equivalent from a leading institution and
* Understanding of Fixed Income securities and security analytics understanding of portfolio management and portfolio analytics and
* Strong background in data analysis in the context of financial timeseries
* Understanding of risk management and risk methodologies as it applies to Fixed Income portfolios
* Strong mathematical and analytical skills for creating risk management solutions
* Expert level in coding and development in C# and core C# concepts including data structures, collections, concurrency, locking and thread pools
* Working experience of coding and development in VBA
* Working experience of coding and development in SQL (Microsoft SQL Server in particular is preferred) including implementing stored procedures, functions and triggers (with preference for PL/SQL)
* Proficiency in development in Matlab
* Proficiency in development in Windows Scripting
It would also be useful to have
* Proficiency in development in Matlab and maybe Windows Scripting
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