Opportunity for a Junior Quantitative Analyst from an investment background to work in the financial modelling team of a global leading consultancy on projects developing an economic scenario generator (ESG).
The role will focuses on building up expertise in the mathematical models underlying STAR RW, demonstrating a detailed understanding of their strengths and limitations. Other responsibilities include the research and propose solutions to modelling issues as well as working closely with other members of the team to prototype, implement and test solutions.
The suitable candidate should have:
- Quantitative degree
- Circa 1 years' experience in an investment or insurance firm
- A strong understanding of statistics inc. stochastic calculus, time-series analysis and probability theory.
- Likely to be studying towards CFA or actuarial exams
- Acquainted with statistical computing packages and programming languages (Matlab, C#, python)
If you are interested in this role please apply below or contact me for more information.
