Vacancy detail

Quantitative Analyst

£60 – £150

Location: United Kingdom (London – City of London, London) Type: Permanent

Commodities Quant - Assoc/VP level

London based

Responsibilities:

  • Develop analytics libraries used for pricing and risk-management
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
  • Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.
  • Collaborate closely with Traders, Structurers, and technology professionals
  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
  • Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.

Qualifications

  • Experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
  • Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  • Must also possess any level of product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills

Education

  • Masters/PhD, or equivalent degree

Reference: AMC/RLA/ComQ

Apply for this vacancy

Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.

Your name

Your email address

Attach a file (CV formats accepted: .doc, .docx, .txt, .pdf)

Message

Prior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy