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Quant Analyst / Quant Research - Tier 1 Bank - London

Job Title: Quant Analyst / Quant Research - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £60000 - £110000 per annum
Reference: BBBH18671_1533717673
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: August 08, 2018 09:41

Job Description

Twenty Financial Services are currently recruiting for a VP and an AVP Quant Analyst for a Tier 1 Bank in London. Those hired will join an exciting team which has been funded by the CRO to research and develop new modelling techniques. Work will be primarily focused across the Investment Banking arm.

Overview

This is a new specialist team that has been created to work on two main tasks:

  • Quant Research: this team has been and funded by the CRO to research and test new modelling techniques to drive innovation across the Bank.
  • Generating models and taking existing models in the ALM, Liquidity, Balance Sheets and Credit Risk space, assessing their commercial viability and working with other teams to make these models viable, then putting these models into production, including all of the testing.

Responsibilities

  • Execution of models and model frameworks across all stages of production including testing
  • Implementation of models in Python, C++ and SAS
  • Research around new methodologies and technologies leading to the development of new modelling and simulation techniques
  • Work closely with various teams and all stakeholders across execution whole life-cycle
  • Delivery of projects into production

Skills required

  • Highly regarded undergraduate degree in a quantitative subject from a Top Tier University is essential.
  • Highly regarded MSc or PhD in a numerical subject is essential
  • Advanced coding skills (essential is Python, C++ or Java and in addition to one of these, Matlab, SAS and R is desirable)
  • Experience across the execution and validation of financial or economic models and simulations
  • Background in delivering projects into production
  • Passion for research
  • Agent Based Modelling or other modelling techniques are desirable