Quants Analyst recruitment
Our client is an acknowledged leader within the Global Markets. They provide clients with unique insights, vast experience and an unparalleled level of service. Active throughout Europe, North America, Asia and all the world's emerging markets, their top-ranked business offerings include bonds, equities, FX, money market products, commodities and all forms of derivatives and structured investment, financing and risk management products.
As a Quantitative Analyst in this area you will be responsible for:
- Conducting Research and Development in the areas of volatility and correlation;
- Development of applications and analytical tools to be used in all aspects of the investment process;
- Developing tools for market analysis;
- Managing the data requirements for trade identification to portfolio valuation and management;
- Utilising the existing libraries and/or developing new libraries for pricing vanilla and 1st generation exotics;
- Conducting quantitative research that aides in the evolution of trading, risk management, and MIS reporting.
To be successful in this role you will have:
- Excellent academic qualifications in physical sciences, mathematics, and computing, and possibly a postgraduate degree in a highly numerate discipline such as finance, economics, engineering, physics, mathematics, or computing;
- Exceptional quantitative and problem solving capabilities, including strong modelling skills;
- Experienced in programming in Matlab, C++, .Net, VBA, Excel and ideally DBA;
- Working knowledge of databases (ideally XDB, FO3DG, VDS) and with more than one of the following systems – Risk Engine, RMS, Imagine, and OpenLink;
- Capable of developing SLV, SABR, PIV pricing models on variable basis;
- Experience using Bloomberg and Reuters, with full understanding of options pricing and risk;
- Experience in managing large quantities of data, and experience in more than one asset class ideally;
- Demonstrate a strong and passionate understanding of currency, equity, commodity and rates markets and the instruments used to trade them;
- A good understanding of the macroeconomic environment in relation to financial markets;
- Outstanding motivational drive and work ethic, and ability to work under pressure.
This is an outstanding opportunity to develop your career in a global firm with a proven and demonstrable track record.
February 28, 2012
• Tags: Asset Management careers in the Australia, Quants Analyst recruitment • Posted in: Financial