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Junior Multi Asset Quant

Salary £30k to £60k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/25520
Contact Tim Holbrough
Date posted 27-02-2017

A leading asset manager is looking for a Quantitative Analyst to join their Multi Asset Quantitative Research team in London. The successful candidate will be responsible for the design and build of portfolio management tools.

Responsibilities will include

• Programming and deploying trading models into production
• Building portfolio management toolboxes around P&L, risk attribution and sizing
• Building IP around multi-asset tactical quantitative models.
• Communicate internally tactical quant view on a periodic basis
• Produce research papers to support innovation and enhancements of models
• Communicate the model outputs with PM and analyst teams
Skills required

• Finance experience, specifically within derivatives
• Equity or commodities experience preferred
• Quantitative degree (Masters or PhD)
• Significant experience gained in similar numerical/analytical role
• Interest in development of entire quantitative process from research to implementation
• Experience of having worked with large datasets
• Extensive Matlab programming experience
• Published papers would be beneficial

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Contact Tim about this job

AVP, Consultant