• Permanent, Full time
  • Anson McCade
  • 2018-11-08
  • London, England, United Kingdom
  • Competitive
  • Full time

Central Risk Quant – VP level

My client top tier US Investment bank is looking for a central risk quant. This role is open to individuals who have been working on cash equity and fixed Income.

London based

Candidates must be proficient in:

  • Time-series and statistical analysis
  • Portfolio optimization, risk management
  • Statistical programming in a language/environment such as R/S+, MATLAB, SAS, q/kdb+, Python, C++, Java
  • Effective communication skills

 

Responsibilities will include applying analytical and statistical methods to large noisy data sets to build models and analysis based on a quantitative approach in the following areas:

  • Management of centralized risk book
  • Pre-trade: impact cost modelling and short-term forecasting of price and liquidity
  • Market-making: automated quoting models based on real-time inputs
  • Post-trade: analysis of execution performance and historical trends

 

For further information or to register your interest, please call Sumaiyah Patel 020 7780 6700 or send across you CV to Sumaiyah.patel@ansonmccade.com