Quant: Asset Manager/Hedge Fund
My client is one of the leading Asset Management/Hedge Funds in the UK. Focused on Credit products, my client has recently restructured their risk, performance and quant teams.
Barclay Simpson has recently placed the Head of Quantitative Analytics who is responsible for all quantitative aspects of both Trading and Risk Management. The individual is responsible for building a team to look at signal models, pricing models and Risk Models and Methodologies.
The role will offer suitable candidates a broad range of day to day activities working with both the front office as well as middle office functions such as risk, product control, performance and operations. The role will have both a variety of challenges and offer intellectual challenge.
- Candidates will be educated to at least masters level with PhD's preferred in a mathematical or engineering based subject.
- Candidates with professional qualifications included CFA & CQF will be a preference.
- Candidates will be required to have coding experience within a professional environment (as opposed to solely in education). Coding languages may include; Python, R, C++ & VBA.
- Candidates must have proven experience working with Credit products and associated models
- Strong communication skills are essential for the role
Candidates are likely to be Quantitative Analysts in a Hedge Fund or Asset Management firm already and interested in working for a smaller team with greater exposure internally.