Quantitative Analyst - Central London
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Quantitative Analyst
Central London
Company client is a Tier 1 Investment Bank, are searching for a Quantitative Analyst to join their ever-growing team. The role will be highly important for the Group Treasury and will sit within the Quantitative Analytics team.
As a Quantitative Analyst, your responsibilities will include:
* Developing the statistical models for various business areas under the Bank - in relation to their Asset & Liability Management
* Generating ideas and continuous assessments for upgrades of their current models
* Back-testing the new models
* Working on the interest rate risk of the banking book
You will have:
* At least 2 years experience in a Quantitative Analytics role, ideally within ALM
* Masters degree in a quantitative discipline, ideally a PhD degree
* Strong experience in statistical and econometric modelling - i.e. regression, time-series etc.
* Proficiency in Python or R
