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In particular, the group reviews derivative valuation models, analyses complex model risk, and assesses appropriateness of risk measurement and reserve methodologies across all major lines of business including equities, FX, commodities, fixed income and credit. The group is directly involved in ongoing performance assessment and benchmarking of key models and team members have opportunities for exposure to a variety of derivatives business areas and research projects.
This team has three core functions, Model Review (model validation), Quantitative Analytics and Development. You will rotate through the team exposing yourself to different areas of projects. This team offers exceptional knowledge and training with a Senior Quant and also provides a hectic schedule with a large number of projects in the future of the team.
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My client are looking for an algo quant that could start contributing relatively quickly to the improvement of their EMEA algorithmic execution product suite and the development of new algorithms. This person would work closely with the global team and also be expected to contribute to the development of the whole LQR agenda.
The portfolio of derivative products traded with its clients is vast and often they are customised making their market value hard to observe. Mathematical models are crucial in the pricing and Hedging.
Reporting toQAG Lead Company overviewMarkit is a leading, global financial information services company with over 2,300 employees. The company provides independent data, valuations and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency.
Take advantage of the great tax breaks and rates in Switzerland and develop your career with a market leading, prestigious Financial Institution The position:Developing models to calculate risk limits and.
A skilled quantitative analyst is sought by a top flight consultancy firm with a reputation for success and thought leadership. Within this organisation, there are excellent prospects for personal career development.
One of the worlds leading financial institutions has opened up three excellent opportunities as a Quantitative Analyst within their Credit Risk Metrics team on the banking book side. This team is part of the Quantitative Analytics Group which is a global department within the firm that provides quantitative leadership to all departments.
A global professional services firm requires a research analyst to join its Financial Services research team where you will be involved in the production and delivery of timely, insightful and relevant research and analysis to support the team's operations.
Counterparty Credit Risk Quantitative Analyst; Review of counterparty risk modelling, measurement and management practices within firms. Your profile;Substantial industry experience either (a) building or validating counterparty credit risk ; or (b) managing counterparty credit risk with a detailed understanding of credit risk exposure modelling.
The role will sit in the wider Valuations function and is part of the Global Markets infrastructure with representation in London, Paris, New York and Hong Kong. The team sits across all asset classes and is a specialist quantitative function that is responsible for: 1.
Fixed Income Quantitative Analyst required by a City based Investment Bank on an ongoing temporary basis. You will work on developing and enhancing quantitative models for Fixed Income products. The role may include working on projects to allow resources to be allocated elsewhere.
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