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Elliott James Consulting Limited
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London, Greater London
Quantitative Analyst - PhD
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Salary: From £70,000 to £90,000 per annum Excellent package and bonus |
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Overview
A global leading Asset Manager are looking for a Quantitative Analyst to join a growing Quantitative Analytics team in London. The quantitative analytics team is responsible for quantitative methodology with the group, with a key focus on models and methodologies behind derivative and liability hedging. An important outlet of quantitative analytics is an in-house QA library, the engine which delivers all valuations and risk calculations for the derivatives and products that trade on behalf of institutional investors. A break down the day to day role, will roughly be: Discussing modelling issues with the business Researching pricing / valuation issues Implementing methodological changes into the quant library Please make contact if you’re experienced building derivative based models (multiple products) and have a quantitative centric MSc or PhD. This job was originally posted as www.totaljobs.com/job/89779744