Quantitative Analyst Developer
Quantitative Analyst Developer
£50,000 - £60,000 + bonus + benefits
Edinburgh
The Company
They are one of the UK'S leading investment managers. They are a global investment manager with over £130bn under management across all asset classes, multi-asset solutions, fund-of-funds and absolute return strategies.
The Role
You will be part of the growing risk management team. The role will provide quantitative development and support within the risk management team across all asset classes. You will be working very closely with the Risk Managers and will be reporting to the Senior Risk Manager responsible for Quantitative Development. In this role you will need to have a proactive and methodical approach and a "Can-do" attitude. You also need good verbal and written communication skills as well as strong problem solving/analytical ability. The role includes:
* Validation and documentation of risk models methodology, mathematical hypotheses and data used
* Develop and implement new risk analysis tools and measures Provide support on all projects affecting Risk management
* Quant development and support for Risk managers
* Co-ordinate with IT and operation on the development of risk systems and data standards
* Provide time series data analysis
* Error logs and exceptions process for all data used on the team
* Review of Governance policies
* Represent Risk at co-functional working groups
* Ad hoc quant development requests
Who they are looking for
To be considered for this role, you must have
* A good grade in an undergraduate degree in mathematics/science or subject with a strong quantitative component.
* A further postgraduate or professional qualifications of a more technical nature beneficial.
* Ability to program proficiently, especially VBA, C#
* Ideal experience in model validation and documentation, financial risk management and derivatives - valuations and applications.
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