Cross Asset, Quantitative Risk, Buyside Firm

  • Dependent on experience
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Non-disclosed
  • 18 Sep 18 2018-09-18

We are working with a global Asset Manager firm who are looking to grow their in-house quant risk group by hiring at associate – VP level in London.

This group is responsible for providing quantitative support to wider risk management and portfolio management teams across all asset classes and all products. The team is growing due to the wider growth of the business and the consistent innovation of the group of means that this particular team have been working on a wide range of projects. Therefore, this role is a broad one and will involve, amongst other things, modelling securities, model validation work and specific project work. Of particular interest are people who have developed and implemented innovative stress testing methodologies. There will be a substantial amount of coding involved. The successful candidate will be working closely with portfolio managers and senior stakeholders so need to be excellent communicators. As this role will involve working at the cutting edge of quantitative analytics and risk management, it is essential for candidates to have superior quantitative skills, evidenced through their experience coupled with an excellent academic background.

Due to growing nature of the wider business and the high visibility of this team within the business, this role has excellent chances for career progression. The scope of the team is substantial making this a highly stimulating role from an intellectual perspective.

 

Requirements

  • Excellent academic background – a Masters / PhD in a highly quantitative subject at a top tier university
  • 4-7 years’ experience working in a quant role in a buy-side or sell-side firm
  • Strong VBA and SQL skills
  • Expertise with 3rd party Risk systems such as RiskMetrics
  • Matlab (preferable), R or other statistical programming language
  • Thorough knowledge of credit and fixed income securities highly desirable.
  • Ability to communicate effectively with portfolio managers and senior stakeholders.