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