Twenty Financial Services are currently recruiting for a Quantitative Risk Analyst with C++ programming skills for a Consultancy Firm in London.
This Consultancy firm provides financial research, market intelligence and analytics to financial institutions, primarily Investment Banks.
- Working on quantitative projects, using C++, for the consultancy's clients; these are buy side and sell side firms, primarily Global Investment Banks and Asset Management firms
- Working on the advisory, planning and execution of risk projects for successful delivery to clients
- Creation of complex quantitative research-based tools which communicate risk information effectively
- Carrying out econometric analyses, including forecasting models
- Performing optimisation analysis, focusing on portfolio fund allocation
- Modelling and valuation of complex derivatives instruments and back-testing of exotic products
- Excellent quantitative background; Model Development or Validation experience
- Working experience as a Quantitative Analyst either from buy side or sell side firms
- Good understanding of derivatives, specifically pricing library derivatives
- Experience within Market Risk
- Degree in a quantitative discipline: PhD or MSc is highly desired but not essential
- Excellent analytical skills
- Programming skills in C++ is essential