Front Office Quantitative Analyst

Employer
Fourier Ltd
Location
London, United Kingdom
Salary
£80,000 - £160,000 + Bonus + Benefits
Posted
Sep 07, 2022
Closes
Oct 07, 2022
Ref
14874959
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A market leading Investment Bank are looking for a quantitative analyst to join their experienced team of Fixed Income Quants. The successful candidate will be responsible for the review and improvement of current risk and pricing models, must have a test-driven approach and be excited by the opportunity to understand and solve complex quantitative problems.

Someone with strong knowledge of Quantitative Modelling coupled with the ability to Implement models in production using sophisticated software would be Ideal. Experience quantitative measures of risk such as Value at Risk, Exposure Modelling, Stress Testing and Capital models would be a bonus!

Key Skills:
  • At least a BS degree in a relevant quantitative field such as maths, physics, computer science or engineering
  • Programming skills in an OO or functional paradigm such as Java, C++, Python or C#
  • Excellent knowledge of financial mathematics and modelling.