Quantitative Analyst

Titolo: Quantitative Analyst
Tipologia di contratto: Permanent
Luogo: London, England
Stipendio: Negotiable
Arbitro: KGI115_1546950033
Nome del contatto: Karysca Gill
Contatto email:
Lavoro pubblicato: mesi 6 fa

Descrizione del lavoro

My client, a Tier 1 Investment Bank, are searching for a Quantitative Analyst to join their ever-growing team. The role will be highly important for the Group Treasury and will sit within the Quantitative Analytics team.

As a Quantitative Analyst, your responsibilities will include:

  • Developing the statistical models for various business areas under the Bank - in relation to their Asset & Liability Management
  • Generating ideas and continuous assessments for upgrades of their current models
  • Back-testing the new models
  • Working on the interest rate risk of the banking book

You will have:

  • At least 2 years experience in a Quantitative Analytics role, ideally within ALM
  • Master's degree in a quantitative discipline, ideally a PhD degree
  • Strong experience in statistical and econometric modelling - i.e. regression, time-series etc.
  • Proficiency in Python or R