Employment Type: Contract

A premier Financial Markets house is looking for experienced Risk or Front Office Quant to join its Quantitative Division

Role

• Developing and enhancement of models and analytics for new platform
• Development of Pricing and Risk models for Library
• Configuration and validation of new products
• Supporting the development of a new Stress testing environment
• Delivering best in class documentation and maintenance of directories

Individual

• Track record of achievements in either a front office, Risk, Line-2 or Quant Dev environment
• Experience of Linear Rates, OTC and Commodities advantageous
• Exposure to analytical techniques such as simulations, regression analysis, optimization and Time series analysis
• Exposure to R, Python, C (# or ++), VBA, Mathematica advantageous
• Strong academic achievement at a Masters or Doctoral level within a STEM discipline
• Actuarial, CQF & Master of Applied Finance qualifications also of interest.
• Impeccable communications both written and verbal