We are currently working for an investment and risk management firm in their search for a Quantitative Analyst to join their Quantitative Analytics team based in London. In this role you will be contributing to the quantitative methodology within the firm, with an emphasis on the models and methodology behind derivatives and liability hedging.
Responsibilities will include working closely with the trading, engineering, advisory and risk management teams as well as modelling, problem solving and the translation of methodologies into software within their in-house analytics hub. Other accountabilities might include ad hoc projects in areas of both research and business development.
The suitable candidate should have a stellar academic record (preferably Master's or PhD in a quantitative subject) with a minimum of 3 years' experience in a front-office or risk modelling role at an asset manager, hedge fund, consultancy or bank. Programming skills are essential (C#, python or C++ are most desirable).
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Agency in relation to this vacancy.
