Capital Strat - Front Office Capital Strat - Front Office …

Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 27 Oct 21
150,000 - 250,000
Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 27 Oct 21
150,000 - 250,000
Posted by:
Raffaele Gidoro • Recruiter
Fourier Ltd
Posted by:
Raffaele Gidoro
Recruiter

As a Capital Strat, you would sit at the core of the front office quant team. You would use advanced quantitative techniques to model the company’s balance sheet and its exposure to a variety of liquid and illiquid risks. These models are used among other things to determine, analyse and hedge regulatory capital requirements, and are central to the company’s risk management, new business & investment strategy.

Key Skills:

 

  • Advanced quantitative skills
  • Excellence in applied programming skills – Python, C, C++ or other major languages.
  • Knowledge of financial mathematics and stochastic calculus.
  • Understanding of Fixed Income products and derivatives.
Fourier Ltd logo
More Jobs Like This
See more jobs
Close