Quantitative Analyst // FS // London //Contract

Job Title: Quantitative Analyst // FS // London //Contract
Contract Type: Contract
Location: London, England
Salary: £500 - £650 per day
Start Date: ASAP
Reference: BBBH19701_1552045285
Contact Name: Jack Antcliffe
Contact Email:
Job Published: March 08, 2019 11:41

Job Description

Quantitative analyst // Financial Services // London //Contract

A Financial services firm is seeking a Data analytics lead to join their London team which deliver risk solutions for the Collateral & Liquidity risk Management Business. You will be responsible for enhancing current models for resilience, Haircuts, and Default management, building modelling tools and delivering concrete changes based on the requirements gathered from the risk team.

Key Responsibilities:

  • Enhancing and stabilising current models applying best practice, enhancing controls in relation to limit capacity optimisation, liquidity optimisation, Eligibility and Concentration Risk.
  • Acting as the key contact between the business risk team and Technology Innovation
  • Designing data tables in Mongo DB and their API into R Shiny
  • Responsible for UAT of new intra-day feeds from IT systems.

Key Skills\Experience

  • Excellent Coding skills using R and ideally R shiny
  • Advanced Excel and VBA Skills
  • Knowledge of no-SQL databases such as Mongo DB
  • Experience in extraction and manipulation of market data from providers such as Bloomberg + Reuters
  • Excellent team working skills
  • Preferable to have some knowledge of Risk and Liquidity
  • Ability to understand complex issues and contribute to strategic debate

Please do call or drop me an email if of interest on 02031894298 or at