Twenty Financial Services are currently recruiting for a Quant Risk Analyst role for a leading Investment Management firm based in London.
The focus of the role will be on the validation of quant models used in the investment process and the development of quant risk models, across all asset classes.
- Independent review of models; asset allocation algorithms, quant strategy tools, pricing models etc.
- Advise and work on quantitative risk modelling and methodologies
- Produce reports on models and improve governance framework
- Assist with the creation of software tools
- Strong Model Validation experience, highly desirable to be from another buy side (Investment/Asset Management/Hedge Fund) firm but will consider banking backgrounds.
- Experience with one or multiple of these programming languages; Matlab, Python, R, VBA or SQL
- Good quantitative background, Masters level or higher education and ability to work with numerical, statistical, mathematical and econometric methods