Senior Quant – Start-up – Exceptional Comp recruitment

My client, a new start-up financial service provider inLondon, is looking to hire a lead quant to take ownership of building and validating pricing/risk models. The firm operates a bespoke independent investment platform which provides financial clarity and institutional governance. It enables investors freely to make direct investments to universe of funds including hedge funds with active risk oversight. My client has ambitious growth plans and is aiming to become the industry standard information resource for investing in funds, and measuring and controlling investment risks.

Responsibilities:

- Measuring risk and performance metrics across multi-asset portfolios in particular credit and fixed income.

- Developing models for regression, style, factor and principal component analysis.

- Conducting model performance reviews developing alternative benchmark models, where necessary.

Essential Skills Experience:

- 5+ years experience ideally in multi-asset risk and/or structured products modelling and analysis.

- Minimum of PhD in Maths, Physics, Engineering or Quant Finance (tier one university preferred)

- Strong analytical skills and stochastic calculus, probability,Monte Carloand PDE.

- Strong fixed income knowledge with particular focus on credit, macro and rates products.

- The ability to build and strip hazard curves to generate probability of default.

- Someone who can code up the numerical methods to solve 2 and 3 factor stochastic equations

- Self-starter able to work in a ground up build and produce good quality written reports to deadline.

- Forge working relationships with peers, clients and risk managers

- R language expertise an advantage

Mindset:

Attention to detail, problem solver, ambitious and driven, good inter-personal and presentation skills.

This is an exciting opportunity for the right individual who can flourish in a small sized company (currently 10 people) undergoing a period of growth and rapid change. If you are keen on this opportunity, please respond to this advert with an up to date copy of your CV. Alternatively, should you have any further questions please feel free to call me on 02074698955.

To find out more about Huxley Associates please visit www.huxley.com