My client a top tier investment management company is looking for a quantitative analyst to join their quantitative research team for an initial 12 months contract. The team is responsible for the quantitative design of compelling and innovative investment products to meet client needs.
The role holder will propose, design and maintain quantitative investment solutions to suit the financial personalities, circumstances and objectives of our clients.
The role holder will support and collaborate with the Chief Investment Office team and broader business functions, to help clients achieve their financial objectives through innovative and robust investment portfolios and strategies.
Very strong analytical background: stochastic calculus, mathematical modelling knowledge and demonstrable practical and pragmatic experience using it. Able to confidently contribute across the board from ideas to statistical testing to coding into an analytic platform (predominantly in Matlab) to decision-making.
Keen to work within a highly collaborative team environment, demonstrable team-working ability within both immediate team and wider business interaction.
Good communication skills required.
Strong experience in quantitative finance (e.g. financial risk modelling, financial econometrics or portfolio optimisation
Strong track record in quantitative analysis within a financial context, and display wide knowledge of capital markets including key attributes of major asset classes and standard instruments for their implementation in portfolios.
Expert user of Microsoft Excel and VBA, as well as an advanced user of MATLAB, capable of writing well-documented, object-oriented code.
Familiar with Microsoft Access and/or SQL Server, and have experience of programmatically interacting with databases.
Able to demonstrate deep knowledge of statistics and standard financial models, be able to apply this knowledge to real world scenarios, and have a sound grasp of the theoretical underpinnings and limitations of such models.
Able to evidence an interest in client-driven outcomes and multi-asset class portfolio optimisation techniques.
Please send your CV to firstname.lastname@example.org