A leading consultancy who are working with exciting projects on a day to day basis working with the leading financial companies are seeking a Junior Quantitative Analyst to join the team.
Responsibilities
- Contribute to improvements on existing models and processes used daily in derivative pricing and/or market data product creation and dissemination.
- Work with other quants, product specialists and developers to develop new models as required by various businesses within the Information division.
- Working alongside the FX team to work on related projects and build related models.
Background & education
- MSc/PhD in a quantitative subject e.g. Math, physics.
- Experience with derivatives pricing models and/or risk models.
- Knowledge of mathematical finance, stochastic calculus, probability theory, PDEs.
- Ideal: A minimum years expereince within FX.
- Good programming skills (Python, Matlab, C++).
- Building and maintaining strong relationships with model owners, developers and users.
If you are interested in this role please apply below or contact me for more information.
