Research Analyst
The role will be part of an established team of researchers, providing analysis to the company and its clients, liaising on a project basis with Client Support, Model Production and Development teams.
Responsibilities:
• To design, prototype, implement and test APT’s multi-asset-class risk models, working within the MAC Model project team
• To assist in all aspects of the analytic work of the research group including optimization and simulation modelling
• To assist in the development of bespoke solutions for clients and prospects
• To assist in the documentation of APT’s modelling and risk analytic methodologies
• To provide internal training in theoretical and practical aspects of risk management
Required Qualifications:
• BSc/MSc/PhD in Mathematical Finance, Economics, Mathematics Physics or other scientific discipline
Required employment experience:
• Minimum of 4 years employment post graduation
• Required experience within investment management, central banking, or with established software vendors within finance space
• Experience in Quantitative Fixed Income analysis is strongly preferred
Required technical skills-
• Familiarity with mathematical methods applied to finance, for example
• Financial data management
• Risk management
• Quantitative Fixed Income analysis
• Factor modelling
• Derivatives pricing and analysis
• Portfolio optimisation
• Good proficiency with Windows Office applications
• Some knowledge of MatLab or a scripting languages such as Perl, Python or VBA would be an advantage
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