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Our client solves problems that are inherently quantitative and rich in technical innovation. They combine sophisticated mathematical techniques with leading edge technologies, to address today’s demanding regulatory and reporting challenges in the financial environment.
The role of the Quantitative Analyst is to support the entire organisation by providing quantitative expertise specifically in the areas of Market Risk, Credit Risk and Credit Value Adjustment. Your job is to determine what their solutions need to calculate and how.
You will research mathematical models for the efficient pricing of complex financial products, for the evolution of future market and credit events, for regulatory calculations and for the calibration of risk models.
To be a successful applicant you must demonstrate outstanding financial engineering skill requiring exceptional mathematical skills normally evidenced with a PhD. Moreover our client wish to see a familiarity with using software to solve complex problems and a demonstrable interest in technological innovation. Ideally such traits should be demonstrated from previous employment.
You will have a history of academic excellence i.e. top grades for all exams taken. A minimum of a 2.1 degree, in a subject of a technical nature, with a high mathematical content from a premier University (e.g. Cambridge/Imperial/Bristol/Oxford) is necessary. We expect to see exceptional A-level grades (mostly As) or equivalent.
Please note: even if you don't have exactly the background indicated, do contact us now if this type of job is of interest - we may well have similar opportunities that you would be suited to. And of course, we always get your permission before submitting your CV to a company.