SENIOR QUANTITATIVE ANALYST recruitment
The role holder will be responsible for the design, implementation and support of investment models, end-user tools and middleware logic with a specific focus on derivatives products and analysis. The post will incorporate pricing, valuation, risk and model calibration which support the use of vanilla and exotic derivatives across the company’s product suite. The role will require close interaction with internal customers in the front office area including trading and fund structuring therefore knowledge of investment management / fund management and relevant fund products is essential.
Core Responsibilities:
- Supporting the requirements of the fund managers and other front office users with the implementation of analytic derivatives techniques across the business.
- Implement and test derivatives models, building on third-party analytics where relevant.
- Understand the flexibilities and limitations of data requirements of third-party modelling.
- Working closely with IT in order to ensure data requirements and agree interface capability.
- Work closely with Quantitative Analysts to understand middleware requirements.
- Design, implement and test end-user analysis tools building on derivatives models.
- Support end users of the models and tools.
Core Skills:
- Customer focused.
- Attention to Detail.
- Team player.
- Self starter.
- Strategic thinking.
Core Requirements:
- Extensive experience building derivatives pricing models and analysis tools.
- General understanding of the principles and techniques used for valuing vanilla derivatives (i.e. swaps, vanilla options) across asset classes (interest rate, credit, inflation, FX, equities)
- Expert knowledge of Microsoft Excel, including VBA.
- Significant experience of object-oriented programming (e.g. C++, Java, C#, Python)
- Knowledge of database design, protocols and query languages.
- Ability to develop and maintain key relationships across all areas of the business.
- Degree (minimum 2:1 or equivalent) ideally in computing or another numerate subject.
- Relevant post-graduate study is advantageous.
Core-Asset Consulting offer specialist recruitment services to the Investment Banking, Financial Services, Secretarial Support, and Human Resources markets across Scotland.
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