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Quantitative Finance Analyst (Cologne)

Salary £67k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/27399
Contact Tim Holbrough
Date posted 08-11-2017

Global Investment Management firm seeking a Quantitative Finance Analyst to join their Cologne offices.
Essential Responsibilities
• Analyse data and develop specifications for building market variables and asset models.
• Software implementation of asset models and pricing routines according to mathematical specifications.
• Rewriting existing code to optimize performance.
• Making recommendations for future development of the modelling platform to solve problems relevant to our target markets.
• Development of estimation and recalibration tools.
• Validation of quarterly calibrations.

Skills/ Experience required

• Formal education at a graduate level in economics, finance, or mathematical sciences.
• Knowledge of continuous time finance theory essential. Knowledge in some of the areas of econometrics, probability and statistics, stochastic processes, optimisation theory, differential equations, and numerical analysis a plus.
• Basic understanding of financial markets including fixed income, credit, equity, inflation and derivatives.
• Strong problem-solving skills.
• Ability to work effectively in a project and deadline oriented position.
• A strong interest in software development and experience with some programming languages such as Julia, Python, C, C++, Fortran, or Matlab; javascript a plus.
• Experience with programming financial or mathematical procedures.
• Experience of UI design and implementation is an advantage.
• Previous experience with Economic Scenario Generators is an advantage.
• Language skills: English.
For applications or enquiries, email

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Contact Tim about this job

AVP, Consultant