2 x Quantitative Analyst / Strategist roles 0-5 yrs.’ exp – Global leading Investment Bank –London recruitment
The ideal profile would be a PhD in a Quantitative subject, very strong OO programming skills and an internship – up to 5 years’ experience as a Quant in Equities, Interest Rates or a Prime Brokerage team.Candidates on the more Junior side, should have some commercial experience and advanced programming skills in C++, Java, C# and/or Python. Post-doc research experience is valued as is PhDs over MSc qualifications. Skills in stochastic modelling, econometrics, a strong understanding of financial markets, time series analysis and/or regression techniques. The successful candidate(s) will Read more […]
2 x Quantitative Analyst – Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.You should have strong experience within equity derivatives or Fixed Income pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.Experience of challenging traders’ valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.The client can offer Read more […]