Quant Analyst – Mid/ Senior – The Netherlands recruitment

Quant Analyst

We are looking for a quantitative analyst for our Rotterdam based Financial Engineering client. This team is responsible for quantitative modelling issues, as well as the maintenance and development ofthe core infrastructure. The Financial Engineering team maintains a quantitative analytics library, as well as internally built tools and systems (VBA / C# based) to facilitate pricing, trading, valuing, risk management and monitoring of OTC-derivatives, mainly in the fixed income, equity and FX asset classes.

This role will suit someone who has a real love for combining finance and software development in a financial setting. It is a combination of financial modelling (assisting in methodological discussions regarding valuation of new products, hedging methodologies, etc.), pragmatic problem solving, hands on programming, coaching and working together with people from different teams (trading, operations, advisory, risk management, etc.)

The ideal candidate satisfies the following criteria:

•  Has successfully finished a quantitative study, preferably at Master’s level or higher, in the area of Mathematics, Physics, Computational Finance, Econometrics, or a similar field.

•  Works in a financial environment, preferably related to derivatives (in a validation or front office role), and/or in the investment or pension fund industry;

•  Masters the basic concepts of no-arbitrage pricing, and has experience in at least one asset class (equity ,fixed income or FX);

•  Is pragmatic when it comes to working with end users or business proxy (customer), with the flexibility to cope with changing requirements;

•  Has experience with software development and maintenance of tools and systems

o In the .NET platform (C#), or C++;

o Visual Basic for Applications (Excel);

o Using object oriented analysis and design.

A candidate does not have to satisfy all the above requirements, but obviously, the more boxes one ticks, the better. The candidate will:

•  Work in conjunction with all our financial engineers / developers, a group of 8 people based in both Rotterdam and London.

•  Be given time to train, read, and will be sponsored for at least one relevant (finance or software) conference a year.

•  Be trained / coached in the basics of investment science, valuation / risk management of derivatives, and software development techniques.

In terms of training and remuneration, our client is a very generous company. Flexibility, creativity, honesty and a positive attitude are rewarded with a stimulating and varied working environment.