Quantitative analyst

Job Title: Quantitative Analyst

Location: London

Contract Length: 6 Months (Jan 26 start date)

Day rate: £850 - £950 via Umbrella

ROLE DESCRIPTION

* The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks.
* To design, develop, test and document the models developed to standards
* Develop technical solutions for the desk as required
* To provide rapid fixes to any issues identified in the models
* To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Certifications, Qualifications and Experience (Minimum requirements of the Job)

* 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
* A degree in mathematical finance, science or maths from a top tier university
* Knowledge of the standard pricing models used in the investment banking industry
* C++ or C experience
* Excel VBA preferred
* Python experience preferred

Knowledge, Skills & Experience

1. Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
2. Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities