Job Description
An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients.
JOB DUTIES
Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to compute various liquidity and risk metrics.
Design and build mathematical models that attribute spot metrics and project future requirement, produce quantitative analytics on historical metrics data.
Build quantitative tools to explain and perform scenario analyses on various liquidity metrics.
Write model documents and execute model validation process in accordance with firm policy for quantitative models.
Collaborate with non-engineers to explain model behavior.
QUALIFICATIONS
Bachelor’s degree minimum, Masters or PHD preferred
Strong analytical skills to perform complex functional and technical analyses
Strong communication skills
RELEVANT PRIOR EXPERIENCE
Developing mathematical models in one of the following: Python, C++ or Java.
Developing financial pricing models in any asset class.
Maintaining a production code base and daily production processes.
Preparing and submitting technical documents to support the validation of mathematical models.
Working with techniques of optimization, statistical analysis, including parameter estimation.
JOB DUTIES
Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to compute various liquidity and risk metrics.
Design and build mathematical models that attribute spot metrics and project future requirement, produce quantitative analytics on historical metrics data.
Build quantitative tools to explain and perform scenario analyses on various liquidity metrics.
Write model documents and execute model validation process in accordance with firm policy for quantitative models.
Collaborate with non-engineers to explain model behavior.
QUALIFICATIONS
Bachelor’s degree minimum, Masters or PHD preferred
Strong analytical skills to perform complex functional and technical analyses
Strong communication skills
RELEVANT PRIOR EXPERIENCE
Developing mathematical models in one of the following: Python, C++ or Java.
Developing financial pricing models in any asset class.
Maintaining a production code base and daily production processes.
Preparing and submitting technical documents to support the validation of mathematical models.
Working with techniques of optimization, statistical analysis, including parameter estimation.
💡 Quick Summary
Seeking a career-building opportunity? The Corporate Treasury - Quantitative Strategist - Associate - London position is now open for candidates interested in the Bank Jobs sector. This role in London offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.
