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Quantitative modelling and strategy development with a strong technical understanding to aid with a variety of model validation projects. Must have 5 + years’ experience in a quantitative role within a financial market – Investment Banking, Banking, Asset Management, Fund Management.
Responsibilities as a Quantitative Analyst will include:
* Quantitative modelling and strategy development with a strong technical understanding to aid with a variety of model validation projects
* Stress-testing and numerical simulation tool experience – Monte Carlo Simulation / VaR
* Model Validation experience
* Development of leading quantitative tools and simulations to suit various projects within the Investment Banking risk portfolio.
* Pricing and analysing financial products and derivatives
* Verbally presenting key findings to management team
* 5 + years’ experience in a quantitative role within a financial market – Investment Banking, Banking, Asset Management, Fund Management
* Degree or qualification in a Quantitative related field such as Mathematics, Financial Engineering, Statistics, Computer Science etc
* PhD Advantageous
* Technical knowledge / development using Python, R, MATLAB, C++
* Experience with risk systems within the derivatives space – Equities, Derivatives, Structures Product
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