Front Office Quant Analyst

Huxley Banking & Financial Services
12 Jan 2021
16 Jan 2021
Contract Type
Full Time

Quant Analyst - Long term

A financial client I am working closely with are urgently seeking for a Portfolio Quant

The ideal candidate has a degree in a quantitative subject: maths, physics, engineering, statistics etc. A post-graduate education level (PhD or equivalent) is desirable.

The candidate has the following experience and skills set:

  • Working experience with Monte Carlo simulations and possess relevant statistical knowledge that comes with it.
  • Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
  • 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with Front Office or market risk focus;
  • Exceptional C++, with strong capacity of abstraction and design skills;
  • strong knowledge of at least one asset class - interest rate, FX, inflation products etc.
  • strong analytical and numerical skills, with desirable skills in statistical techniques used in the computation of VaR, expected shortfall etc.

CV will only be considered with the above.

Experience with C++ and Python is a must in Quant capacity

Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

To find out more about Huxley, please visit our website.

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy

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