Twenty Financial Services are currently recruiting for a Quantitative Analyst for a Tier 1 Bank in London.
The person hired will be focusing on the execution of models created across ALM, Liquidity, Balance Sheets Analytics, Credit Risk and Operational Risk, determining their commercial viability and putting them into production. A major part of the role will also be focused on the research and testing of new modelling techniques in order to drive innovation across the Bank.
- 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
- Highly regarded Science, Maths or Economics degree is essential and PhD in numerical subject is highly desirable
- 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
- Agent Based Modelling or other modelling techniques are desirable