Quantitative Research Analyst – Cross Asset/Risk Projects
- EUR80-120,000 basic salary
- Amsterdam, Noord-Holland, Netherlands
- Permanent, Full time
- Gresham Search
- 08 Nov 18
My client is a leading European bank. They are building a cross-functional highly specialised quantitative team and are looking for a strong, experienced quantitative analyst to join the team.
The group are focussed on some of the most challenging quantitative projects in the bank with the purpose of creating new, highly sophisticated models that are the ‘best in class’. The group work across asset classes with small teams split by asset class but working together to share ideas. They take projects from the needs analysis through to production handing off to an IT function for development of production code where necessary. This is a chance to join a group of high caliber, well organised and highly qualified quantitative professionals.
Given the advanced nature of the work and the need for the group to adapt to the new challenges faced by the bank the key skill required is quantitative problem solving. In addition to that sound fundamental quantitative skills are required, ideally with strong knowledge in any one of the major derivative asset classes. Prior experience of at least one type of modelling in finance is essential and it is likely that the candidate will be educated to PhD level.