You will join a team of experienced quants and quant developers in an initiative to improve one of the tier 1 bank’s internal risk analytics. You’ll be at the heart of the project that’s responsible for developing and maintaining the companies state of the art set of models and analytical tools for risk and capital measurement as well as being involved in the build out of a brand-new analytics platform.
Previous analytical experience with numerical, statistical and machine learning packages are a must and the ability to think and work independently would be a plus.
- A Masters and Doctorate in a relevant quantitative field such as maths, physics, computer science or engineering
- Programming skills in an OO or functional paradigm such as Java, C++, Python, Scala, Haskell, Rust
- Excellent analytical skills, with statistics is preferred