Quantitative Analyst

Location
England, London
Salary
Negotiable
Posted
08 Jan 2019
Closes
15 Jan 2019
Ref
KGI115
Contact
Karysca Gill
Job Function
Research & Analysis
Experience Level
Director, Entry Level, Executive
Contract Type
Permanent

As a Quantitative Analyst, your responsibilities will include:

  • Developing the statistical models for various business areas under the Bank - in relation to their Asset & Liability Management
  • Generating ideas and continuous assessments for upgrades of their current models
  • Back-testing the new models
  • Working on the interest rate risk of the banking book

You will have:

  • At least 2 years experience in a Quantitative Analytics role, ideally within ALM
  • Master's degree in a quantitative discipline, ideally a PhD degree
  • Strong experience in statistical and econometric modelling - i.e. regression, time-series etc.
  • Proficiency in Python or R