Job Title

Quantitative Analyst

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Charlie Ford

Data Science & AI Lead Consultant

  • Quantitative Analyst

    £ 40 - 60k
    Job ID: 02778

    Our client, is an independent market risk advisory firm specialising in the management of currency, interest rate and commodity price risk.

    They work with companies to design and implement strategies and processes to measure, manage and monitor financial risk, using a market-tested combination of specialist consulting services and innovative risk technology.

    Their systematic financial risk management methodology has been designed to increase risk transparency, create customised risk management solutions, and facilitate the efficient execution of hedging transactions by minimizing information asymmetry between clients and banking counter parties.

    The Quant desk is responsible for contributing to the development of the companies risk applications and associated services including project work with direct exposure to Clients and internally to the Strategy team. The Quantitative Analyst will be a hands-on person, capable of using and developing Risk and Derivatives Pricing models and will have good knowledge and experience of financial markets, ideally including exposure to OTC FX derivatives.

    Responsibilities

    • Development of strategies for complex quantitative problems using approaches such as mathematical optimisation, numerical methods, stochastic calculus and statistical analysis including Monte Carlo simulation.
    • Providing quant resource to a broader Strategy team, more specifically modelling and analysing risk mitigating strategies for internal stakeholders and clients.
    • Quantifying, measuring and managing clients market risk exposures using different tools i.e. VaR, stress test, sensitivity analysis and probabilistic analysis.
    • Development of cutting edge tools and systems to enhance the companies trade reporting, analytics and risk management capabilities.
    • Application and understanding of data structures and software development to optimise existing tools and procedures through identifying and improving on inefficiencies.
    • Providing guidance and support to the Technology Development team on risk and financial markets matters.
    • Ensuring that the model documentation is complete, comprehensive and correct.

    Essential Skills, Experience and Qualifications

    • OTC Derivatives pricing experience, ideally including exposure to FX derivatives.
    • High degree of understanding of Market Risk models, concepts and terminology.
    • Experience with Stochastic Calculus and Monte-Carlo simulations.
    • Exceptional Python (preferred), R and SQL programming skills.

    Benefits

    • Private Pension
    • Holiday
    • Medical
    • Season Ticket Loan
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