Quantitative Analyst

An immediate opportunity has arisen for an experienced Quantitative Analyst to join our client, a multinational investment bank based in London

Key responsibilities of the Quantitative Analyst will include:

-The principle requirement of the role is to assist SIGMA in justifying, documenting, developing and implementing risk measurement methods, across asset classes and across counterparty risk market risk perimeters. This will typically cover simulation models, simplified pricers, calibration methods as well as downstream processes such as P
-Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints;
-Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment;
-Ensure the methods are adequately documented to support their internal review and validation by the independent auditors' office, by providing sufficient developmental evidences (ie materiality studies, description of assumptions, and justification of methodological choices).

The ideal Quantitative Analyst will possess the following attributes/skills:

-A strong academic background, with at minima a Masters in mathematics, physics or quantitative finance;
-Proven experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity (knowledge of asset simulation and stochastic models is a must);
-Practical knowledge of derivatives, their risk drivers and pricing models;
-Exposure to one of the following asset classes: credit, repo, IRFX, equity, commodities;
-Design and implementation of quantitative models, using C# or C++ in a source-controlled environment;
-Awareness and understanding of regulatory requirements for banks is desirable.
-This role will expose the candidate to a wide range of professionals within the bank. Accordingly he/she will also require good communication skills (both written and verbal) and the ability to work as part of a multi-disciplinary team.

If you have similar Quantitative Analyst experience to that outlined above and are looking for a temporary opportunity within a progressive and dynamic environment, please forward your CV today.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003