2,434 Investment Analysts jobs in the United Kingdom
Quantitative Analyst, Financial Modeling
G1 1AA Glasgow, Scotland
£70000 Annually
WhatJobs
Posted 4 days ago
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Job Description
Our client, a prestigious financial institution, is seeking a highly skilled Quantitative Analyst to join their sophisticated risk management and product development team. This fully remote position offers an exciting opportunity to leverage advanced mathematical and statistical techniques to build and refine financial models that drive strategic decision-making. You will be instrumental in developing models for pricing complex financial instruments, assessing market risk, and optimizing investment strategies. Your responsibilities will include designing, implementing, and validating complex quantitative models; conducting statistical analysis and data mining on large financial datasets; developing algorithms for trading strategies and risk management systems; collaborating with traders, portfolio managers, and technology teams to translate business needs into quantitative solutions; staying abreast of regulatory changes and market developments impacting quantitative finance; and documenting models and methodologies clearly. The ideal candidate will possess a strong academic background with a Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering. Proven experience in building and implementing quantitative models in a financial services environment is essential. Exceptional programming skills in languages such as Python, C++, or R, along with proficiency in statistical software and databases, are required. A deep understanding of financial markets, derivatives, and risk management principles is crucial. Excellent analytical, problem-solving, and communication skills are vital for explaining complex concepts to both technical and non-technical audiences. This role demands a rigorous, detail-oriented individual who thrives on complex challenges and is adept at working independently in a remote setting. Join our innovative team and contribute to shaping the future of financial markets from **Glasgow, Scotland, UK**, in a fully remote capacity.
Responsibilities:
Responsibilities:
- Develop, implement, and test sophisticated quantitative models for financial markets.
- Conduct rigorous statistical analysis and data mining on large financial datasets.
- Design and build algorithms for pricing, risk management, and algorithmic trading.
- Collaborate with business stakeholders to understand requirements and develop tailored solutions.
- Validate model assumptions and performance against market data.
- Document models, methodologies, and research findings comprehensively.
- Stay current with academic research and industry best practices in quantitative finance.
- Optimize model performance and efficiency.
- Contribute to the development of the firm's quantitative infrastructure.
- Present findings and model outputs to senior management and relevant teams.
- Master's or Ph.D. in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related quantitative field.
- Demonstrable experience in quantitative modeling within the financial industry.
- Strong programming skills in Python, C++, R, or similar languages.
- Proficiency with data analysis, statistical modeling, and machine learning techniques.
- In-depth knowledge of financial markets, derivatives, and risk management.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts.
- Ability to work independently and manage projects effectively in a remote environment.
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0
Quantitative Analyst - Financial Modeling
PO1 2HE Portsmouth, South East
£70000 Annually
WhatJobs
Posted 20 days ago
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Job Description
Our client is seeking a highly analytical and skilled Quantitative Analyst to join their dynamic financial services team. This role is predominantly remote, offering a fantastic opportunity for an individual with expertise in financial modeling and data analysis. You will be responsible for developing and implementing complex quantitative models to support investment strategies, risk management, and product development. This position demands a rigorous approach to problem-solving and a deep understanding of financial markets.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement sophisticated quantitative models for pricing derivatives, portfolio optimization, risk management, and algorithmic trading strategies.
- Conduct in-depth statistical analysis of financial market data to identify trends, patterns, and predictive insights.
- Collaborate with portfolio managers, traders, and risk officers to understand their analytical needs and deliver tailored solutions.
- Create and maintain high-quality code for quantitative models using languages such as Python, R, C++, or MATLAB.
- Back-test trading strategies and evaluate model performance rigorously.
- Contribute to the development and enhancement of the firm's quantitative infrastructure and data analytics capabilities.
- Prepare clear and concise reports and presentations to communicate complex analytical findings to both technical and non-technical audiences.
- Stay abreast of the latest academic research and industry advancements in quantitative finance and econometrics.
- Ensure compliance with regulatory requirements and internal risk management policies.
- Assist in the development and refinement of risk models, including VaR and stress testing.
- Identify opportunities for innovation and efficiency improvements in quantitative processes.
- Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, Computer Science, or a related discipline.
- Proven experience (4+ years) as a Quantitative Analyst or in a similar quantitative role within the financial industry.
- Strong programming skills in at least one of the following: Python, R, C++, MATLAB.
- In-depth knowledge of financial markets, instruments, and derivative pricing models.
- Expertise in statistical modeling, time series analysis, machine learning, and data mining techniques.
- Experience with large datasets and database technologies.
- Excellent analytical, problem-solving, and critical-thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Ability to work effectively both independently and as part of a collaborative, remote team.
- Familiarity with risk management frameworks and regulatory requirements (e.g., Basel) is a plus.
This advertiser has chosen not to accept applicants from your region.
1
Senior Quantitative Analyst - Financial Modeling
PL1 2AA Plymouth, South West
£80000 Annually
WhatJobs
Posted 4 days ago
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Job Description
Our client is a distinguished financial institution with a significant presence in **Plymouth, Devon, UK**, seeking an exceptional Senior Quantitative Analyst to join their innovative risk management and trading strategy division. This pivotal role involves developing and implementing sophisticated mathematical models for pricing complex financial derivatives, managing risk, and optimizing investment portfolios. You will be at the forefront of quantitative finance, working with large datasets, cutting-edge technology, and collaborating closely with traders, portfolio managers, and risk officers. The ideal candidate will possess a strong academic background in a quantitative field such as Mathematics, Physics, Statistics, or Financial Engineering, coupled with extensive practical experience in financial modeling. Responsibilities include designing, testing, and validating pricing models, developing algorithms for risk assessment, and contributing to the strategic development of new financial products. You will utilize advanced programming skills in languages like Python, C++, or R, and have a deep understanding of stochastic calculus, time series analysis, and numerical methods. The ability to translate complex mathematical concepts into practical trading strategies and risk management solutions is essential. This position offers a unique opportunity to influence strategic decision-making within the firm and tackle intellectually stimulating challenges in a dynamic market environment. We are looking for a highly analytical, detail-oriented individual with a passion for financial markets and a commitment to academic rigor and quantitative excellence. Strong communication skills are vital for presenting findings and recommendations to senior management and business stakeholders. This role requires a proactive approach and the ability to work both independently and collaboratively within a high-performing team.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and maintain sophisticated mathematical models for pricing and risk management of financial instruments.
- Design and validate algorithms for trading strategies, portfolio optimization, and risk exposure calculations.
- Analyze large and complex datasets to identify market trends and opportunities.
- Collaborate with trading desks, portfolio managers, and risk management teams to provide quantitative insights.
- Conduct rigorous back-testing and stress-testing of models and strategies.
- Research and apply advanced statistical techniques and numerical methods to financial problems.
- Communicate complex quantitative concepts and results clearly to both technical and non-technical audiences.
- Contribute to the development of new financial products and services.
- Ensure compliance with regulatory requirements and internal risk policies.
- Stay abreast of the latest developments in quantitative finance and financial technology.
- MSc or PhD in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or a related quantitative discipline.
- Minimum of 5 years of experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
- Proven expertise in programming languages such as Python, C++, R, or Java.
- Strong knowledge of stochastic calculus, time series analysis, econometrics, and numerical methods.
- Experience with derivative pricing models, risk management frameworks, and portfolio optimization techniques.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication abilities.
- Ability to work effectively in a fast-paced, team-oriented environment.
This advertiser has chosen not to accept applicants from your region.
2
Senior Quantitative Analyst - Financial Modeling
CB2 9DU Cambridge, Eastern
£80000 Annually
WhatJobs
Posted 6 days ago
Job Viewed
Job Description
A leading global financial institution with a strong presence in **Cambridge, Cambridgeshire, UK** is seeking an exceptional Senior Quantitative Analyst to join their sophisticated financial modeling team. This fully remote position offers the chance to work on challenging and impactful projects, developing and implementing cutting-edge quantitative models for trading, risk management, and asset valuation. You will play a pivotal role in driving strategic decisions through rigorous data analysis and advanced mathematical techniques, collaborating with diverse teams across the firm.
Key Responsibilities:
Qualifications:
Key Responsibilities:
- Design, develop, and implement sophisticated quantitative models for financial markets, including pricing, hedging, and risk management.
- Perform complex data analysis using statistical and machine learning techniques.
- Develop and maintain algorithms for trading strategies, portfolio optimisation, and risk assessment.
- Validate existing models and provide insights into their performance and limitations.
- Collaborate with traders, portfolio managers, and risk managers to understand their quantitative needs and provide solutions.
- Stay abreast of the latest developments in quantitative finance, econometrics, and computational methods.
- Translate complex mathematical concepts into clear, actionable insights for business stakeholders.
- Develop efficient and robust code in languages such as Python, R, C++, or Java.
- Conduct back-testing and simulation studies to evaluate model performance.
- Contribute to the development and enhancement of the firm's quantitative infrastructure.
- Author technical documentation and present findings to both technical and non-technical audiences.
- Ensure models comply with regulatory requirements and internal risk policies.
- Mentor junior quantitative analysts and contribute to team knowledge sharing.
- Identify opportunities for innovation and improvement in quantitative methodologies.
- Work effectively in a distributed, remote team environment.
Qualifications:
- PhD or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- Minimum of 7 years of experience as a Quantitative Analyst or in a similar role within the financial services industry.
- Proven expertise in developing and implementing financial models for pricing, risk, or trading.
- Strong programming skills in at least one of Python, R, C++, or Java, with experience in relevant libraries (e.g., NumPy, Pandas, SciPy, TensorFlow).
- Deep understanding of stochastic calculus, time series analysis, econometrics, and machine learning.
- Excellent analytical, problem-solving, and critical thinking abilities.
- Strong communication and presentation skills, with the ability to articulate complex quantitative concepts.
- Experience with large datasets and distributed computing environments is a plus.
- Ability to work independently and collaboratively in a remote setting.
This advertiser has chosen not to accept applicants from your region.
3
Lead Data Scientist - Financial Modeling
SR1 2AA Sunderland, North East
£80000 Annually
WhatJobs
Posted 8 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is looking for a highly skilled Lead Data Scientist to spearhead their advanced financial modeling initiatives. This fully remote role offers an exceptional opportunity to work on cutting-edge projects from the comfort of your home office, contributing significantly to our strategic decision-making processes. You will be at the forefront of developing sophisticated predictive models, risk assessment frameworks, and anomaly detection systems that drive profitability and mitigate financial risks.
As the Lead Data Scientist, you will guide a team of talented data scientists, fostering an environment of collaboration and technical excellence. Your responsibilities will encompass the entire data science lifecycle, from data acquisition and cleaning to model development, validation, and deployment. A deep understanding of machine learning algorithms, statistical modeling, and time-series analysis is crucial. Experience with financial markets, quantitative finance, and regulatory compliance is highly advantageous. You will leverage your expertise in Python or R, along with libraries like TensorFlow, PyTorch, scikit-learn, and Pandas, to build robust and scalable solutions. Proficiency in SQL and experience with big data technologies (e.g., Spark, Hadoop) are also essential for handling large financial datasets.
We expect candidates to possess a Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, Computer Science, Economics, or Physics. A minimum of 6 years of relevant industry experience, with a proven track record in financial modeling and a leadership capacity, is required. Excellent communication and presentation skills are vital for conveying complex findings to both technical and non-technical stakeholders. You will be instrumental in shaping our data-driven strategy, providing actionable insights that enhance financial performance and operational efficiency. This is a unique chance to make a substantial impact in a globally recognized financial organization, working remotely.
As the Lead Data Scientist, you will guide a team of talented data scientists, fostering an environment of collaboration and technical excellence. Your responsibilities will encompass the entire data science lifecycle, from data acquisition and cleaning to model development, validation, and deployment. A deep understanding of machine learning algorithms, statistical modeling, and time-series analysis is crucial. Experience with financial markets, quantitative finance, and regulatory compliance is highly advantageous. You will leverage your expertise in Python or R, along with libraries like TensorFlow, PyTorch, scikit-learn, and Pandas, to build robust and scalable solutions. Proficiency in SQL and experience with big data technologies (e.g., Spark, Hadoop) are also essential for handling large financial datasets.
We expect candidates to possess a Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, Computer Science, Economics, or Physics. A minimum of 6 years of relevant industry experience, with a proven track record in financial modeling and a leadership capacity, is required. Excellent communication and presentation skills are vital for conveying complex findings to both technical and non-technical stakeholders. You will be instrumental in shaping our data-driven strategy, providing actionable insights that enhance financial performance and operational efficiency. This is a unique chance to make a substantial impact in a globally recognized financial organization, working remotely.
This advertiser has chosen not to accept applicants from your region.
4
Senior Data Scientist - Financial Modeling
SR1 1 Sunderland, North East
£70000 Annually
WhatJobs
Posted 10 days ago
Job Viewed
Job Description
Our client, a highly respected financial services institution, is seeking an experienced Senior Data Scientist to lead the development and implementation of advanced financial models. This is a fully remote position, enabling you to contribute your expertise from anywhere in the UK. You will play a crucial role in leveraging data to drive strategic decision-making, optimize risk management, and enhance predictive capabilities within the firm.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and deploy sophisticated predictive models for areas such as credit risk, market risk, fraud detection, and customer behavior analysis.
- Clean, transform, and analyze large, complex datasets from various sources using statistical and machine learning techniques.
- Collaborate closely with business stakeholders, data engineers, and other data scientists to understand requirements and deliver actionable insights.
- Design and implement A/B tests and other experimental methodologies to evaluate model performance and business impact.
- Stay abreast of the latest advancements in data science, machine learning, and financial modeling techniques.
- Build robust data pipelines and automated reporting systems to support ongoing model monitoring and performance tracking.
- Communicate complex findings and model methodologies clearly and concisely to both technical and non-technical audiences.
- Mentor junior data scientists and contribute to the growth and development of the data science team.
- Ensure compliance with all relevant regulations and data privacy standards.
- Contribute to the strategic roadmap for data science initiatives within the organization.
- Document all modeling processes, assumptions, and results thoroughly.
- Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, Computer Science, Economics, or a related discipline.
- Minimum of 5 years of experience as a Data Scientist, with a significant focus on financial modeling and analysis.
- Proven expertise in developing and deploying machine learning models (e.g., regression, classification, time-series forecasting, clustering).
- Proficiency in programming languages such as Python or R, and strong experience with relevant libraries (e.g., scikit-learn, pandas, NumPy, TensorFlow, PyTorch).
- Solid understanding of statistical concepts and methods.
- Experience with SQL and working with relational databases; experience with big data technologies (e.g., Spark, Hadoop) is a plus.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain technical concepts to diverse audiences.
- Familiarity with financial industry regulations and data governance principles.
- Ability to work independently and effectively manage projects in a remote setting.
- Demonstrated ability to translate business problems into data science solutions.
This advertiser has chosen not to accept applicants from your region.
5
Senior Quantitative Analyst - Financial Modeling
NE1 4AG Newcastle upon Tyne, North East
£80000 Annually
WhatJobs
Posted 10 days ago
Job Viewed
Job Description
Our client, a leading international financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated team in Newcastle upon Tyne, Tyne and Wear, UK . This role offers a challenging opportunity to engage in complex financial modeling, risk management, and product development. You will leverage your advanced mathematical and programming skills to build, validate, and implement quantitative models that underpin critical business decisions. The position operates on a hybrid basis, promoting collaboration and offering work-life balance.
Responsibilities:
Qualifications:
This hybrid role is based in our client's offices in Newcastle upon Tyne, Tyne and Wear, UK .
Responsibilities:
- Develop, implement, and maintain sophisticated quantitative models for pricing, risk management, and hedging of financial derivatives.
- Conduct in-depth statistical analysis and data mining to identify trends and patterns in financial markets.
- Validate model performance, assess limitations, and perform back-testing to ensure accuracy and robustness.
- Collaborate with trading desks, risk management, and IT departments to understand business requirements and translate them into quantitative solutions.
- Develop and maintain efficient and well-documented code in languages such as Python, C++, or R.
- Contribute to the design and development of new financial products and strategies.
- Stay abreast of regulatory changes and industry best practices in quantitative finance.
- Prepare clear and concise reports and presentations on model methodologies, assumptions, and results for senior management and regulators.
- Mentor junior quantitative analysts and contribute to the team's technical expertise.
- Ensure compliance with internal policies and external regulations.
- Troubleshoot and resolve issues related to model implementation and performance.
Qualifications:
- Master's degree or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Financial Engineering, or Computer Science.
- 5+ years of progressive experience in quantitative analysis within the financial services industry.
- Strong theoretical knowledge and practical experience in financial modeling, including derivative pricing, risk modeling (VaR, CVA), and statistical methods.
- Proficiency in at least one programming language commonly used in quantitative finance (e.g., Python with libraries like NumPy, SciPy, Pandas; C++; R).
- Experience with data analysis and visualization tools.
- Familiarity with financial markets, instruments, and trading strategies.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts to both technical and non-technical audiences.
- Experience with machine learning techniques applied to finance is a plus.
- Knowledge of regulatory frameworks such as Basel III or Solvency II is advantageous.
This hybrid role is based in our client's offices in Newcastle upon Tyne, Tyne and Wear, UK .
This advertiser has chosen not to accept applicants from your region.
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6
Senior Quantitative Analyst - Financial Modeling
LE1 5XS Leicester, East Midlands
£80000 Annually
WhatJobs
Posted 11 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly analytical and results-oriented Senior Quantitative Analyst to join their esteemed risk management team. This role is based in **Leicester, Leicestershire, UK**, with a hybrid work arrangement, offering a blend of in-office collaboration and remote flexibility.
Responsibilities:
Responsibilities:
- Develop, implement, and validate sophisticated quantitative models for pricing, risk management, and trading strategies.
- Conduct complex data analysis and statistical modeling to identify market trends and potential risks.
- Contribute to the design and enhancement of the firm's risk infrastructure and reporting systems.
- Work closely with front-office traders, portfolio managers, and risk officers to provide quantitative insights and solutions.
- Perform stress testing and scenario analysis on existing portfolios and financial products.
- Ensure model compliance with regulatory requirements and internal policies.
- Document model methodologies, assumptions, and limitations thoroughly.
- Stay abreast of the latest academic research and industry best practices in quantitative finance.
- Mentor junior quantitative analysts and contribute to knowledge sharing within the team.
- Present complex findings and recommendations to senior management and stakeholders.
- Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics.
- Proven experience (5+ years) in quantitative finance, with a strong focus on model development and validation.
- Expertise in financial derivatives, market risk, credit risk, or asset pricing.
- Advanced programming skills in languages such as Python, C++, or R, and experience with data manipulation libraries.
- Proficiency in SQL and experience working with large financial datasets.
- Solid understanding of statistical modeling techniques, time series analysis, and machine learning algorithms.
- Familiarity with regulatory frameworks like Basel III, FRTB, or Solvency II is advantageous.
- Excellent analytical, problem-solving, and communication skills.
- Ability to articulate complex quantitative concepts to non-technical audiences.
- Team player with a proactive approach to identifying and addressing challenges.
This advertiser has chosen not to accept applicants from your region.
7
Senior Quantitative Analyst - Financial Modeling
ST1 2AA Staffordshire, West Midlands
£70000 Annually
WhatJobs
Posted 14 days ago
Job Viewed
Job Description
Our client, a prominent financial institution, is seeking a talented Senior Quantitative Analyst to join their esteemed team in Stoke-on-Trent, Staffordshire, UK . This role is integral to developing and implementing sophisticated financial models that drive critical business decisions. The successful candidate will possess strong analytical capabilities, expertise in statistical modeling, and a deep understanding of financial markets. This position operates on a hybrid model, requiring a balance of in-office presence and remote work.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement complex quantitative models for pricing, risk management, and trading strategies.
- Analyze large datasets to identify market trends, correlations, and predictive signals.
- Design and conduct back-testing and stress-testing of financial models to assess performance and robustness.
- Collaborate with traders, portfolio managers, and risk officers to understand business needs and translate them into modeling requirements.
- Implement models in production environments using programming languages such as Python, R, or C++.
- Monitor the performance of existing models and implement necessary adjustments or enhancements.
- Stay current with academic research and industry best practices in quantitative finance.
- Prepare clear and concise documentation for models, methodologies, and results.
- Communicate complex technical findings to non-technical stakeholders.
- Ensure compliance with regulatory requirements and internal policies.
- Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- Minimum of 5 years of relevant experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
- Strong proficiency in statistical modeling, time series analysis, econometrics, and machine learning techniques.
- Expertise in programming languages commonly used in quant finance, such as Python (with libraries like NumPy, SciPy, Pandas, scikit-learn), R, or C++.
- Solid understanding of financial markets, instruments, and derivatives.
- Experience with data manipulation and analysis tools.
- Excellent problem-solving and analytical skills, with a high degree of accuracy and attention to detail.
- Strong written and verbal communication skills, with the ability to explain complex quantitative concepts effectively.
- Experience with large datasets and database technologies is a plus.
- Ability to work effectively both independently and collaboratively in a hybrid work setting.
This advertiser has chosen not to accept applicants from your region.
8
Senior Quantitative Analyst - Financial Modeling
M2 3FS Manchester, North West
£70000 Annually
WhatJobs
Posted 17 days ago
Job Viewed
Job Description
Our client, a prestigious investment bank, is seeking a highly analytical Senior Quantitative Analyst to join their sophisticated financial modeling team in **Manchester, Greater Manchester, UK**. This hybrid role requires deep expertise in financial markets, advanced statistical techniques, and robust programming skills to develop, validate, and implement complex quantitative models. You will play a critical role in supporting trading strategies, risk management, and product development through rigorous analytical insights.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and maintain sophisticated quantitative models for pricing, risk management, and hedging of financial instruments.
- Conduct in-depth analysis of market data, identifying patterns, trends, and opportunities.
- Perform rigorous back-testing and validation of models to ensure accuracy and reliability.
- Collaborate with traders, portfolio managers, and risk officers to understand their quantitative needs and provide effective solutions.
- Contribute to the development of new trading strategies and financial products through quantitative research.
- Write clean, efficient, and well-documented code in languages such as Python, C++, or R for model implementation.
- Stay abreast of academic research and industry advancements in quantitative finance and computational methods.
- Communicate complex quantitative concepts and model results clearly to both technical and non-technical stakeholders.
- Ensure compliance with regulatory requirements and internal risk policies related to model usage.
- Mentor junior analysts and contribute to the team's overall technical expertise.
- Automate data collection and model calibration processes.
- A Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- A minimum of 5 years of experience in a quantitative finance role, preferably within investment banking or asset management.
- Strong knowledge of financial markets, derivatives, and asset pricing theory.
- Expertise in statistical modeling, time series analysis, machine learning, and numerical methods.
- Proficiency in at least one major programming language (e.g., Python, C++, R) and experience with scientific computing libraries.
- Experience with large datasets and database technologies.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to articulate complex ideas effectively.
- Experience working in a hybrid environment, demonstrating adaptability and effective collaboration across different work modes.
- Familiarity with risk management frameworks and regulatory requirements (e.g., Basel III, FRTB) is advantageous.
This advertiser has chosen not to accept applicants from your region.
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