Quantitative Analyst

Experis; City Of London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A financial services company is seeking a Quantitative Analyst to develop mathematical models and analytical tools for their desks. The ideal candidate will have 1-5 years of experience and strong C++ skills, with knowledge of various scripting languages also preferred. This is a contract position with a competitive day rate based in London.

Qualifications

• 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment.
• Strong C++ or C skills.
• Knowledge of scripting languages like Python, Perl, Shell Script, C#, Java, VBA.

Responsibilities

• Develop underlying mathematical models and analytical tools for FX, Fixed Income, Credit, or Equities desks.
• Design, develop, test and document models to standards.
• Provide rapid fixes to any issues identified in the models.

Skills

Stochastic processes

Probability

Numerical analysis

C++

Python

Excel

Education

Degree in mathematical finance, science or maths from a top tier university

Tools

Excel VBA

GIT

Job description

Job Title: Quantitative Analyst

Location: London

Contract Length: 6 Months (Jan 26 start date)

Day rate: 850 - 950 via Umbrella

ROLE DESCRIPTION

• The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks.
• To design, develop, test and document the models developed to standards
• Develop technical solutions for the desk as required
• To provide rapid fixes to any issues identified in the models
• To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Certifications, Qualifications and Experience (Minimum requirements of the Job)

• 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
• A degree in mathematical finance, science or maths from a top tier university
• Knowledge of the standard pricing models used in the investment banking industry
• C++ or C experience
• Excel VBA preferred
• Python experience preferred

Knowledge, Skills & Experience

• Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
• Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
• Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
• Strong C++ or C skills.
• Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
• Good knowledge of Excel.
• Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.
• Knowledge of distributed computing and serialisation techniques preferred.
• Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time