Senior Quantitative Developer - Matlab/Finance


Premium Job From Energon Global

Recruiter

Energon Global

Listed on

13th February 2018

Location

London

Salary/Rate

£60000 - £80000

Type

Permanent

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Senior Quantitative Developer - Risk Model/Performance Attribution/Matlab

My client is a financial software company that delivers industry-leading quant software solutions globally. The company is well positioned for a period of rapid growth led by exciting new product developments.

Underpinning the software products is the Quant Research Team who are responsible for maintaining and developing the innovative multi-asset class risk model covering 40,000 instruments worldwide. Designed entirely in-house, the risk model is used to calculate the risk of 250K+ private client portfolios nightly with a total value in excess of £75 billion. There are multiple versions of the risk model including macro and style factor models, short and long terms models and Expected Tail Loss.

They are seeking a Senior Quantitative Developer to join the Quant Research Team. The ideal candidate will have strong Matlab programming skills together with a deep understanding and experience of portfolio risk and factor risk modelling.

Key responsibilities of the role are:

* Maintain and develop the Risk Model continuous integration environment enhancing existing models

* Continued research and development of our quantitative analytics, adding new features and supporting users

* Meeting with current and prospective clients to establish requirements for risk and performance attribution

* Assisting clients with quant finance queries

* Working closely with the development, support and sales teams

Essential skills & Experience:

* Educated to degree level or higher in a mathematics or other numerical subject

* Excellent client facing skills, personable and presentable

* Strong Matlab and Java programming skills

* Proficient in Excel

* Strong business awareness and focus on client delivery

* In depth understanding of market risk and factor risk models

* Knowledge of different assets classes including equities, bonds, funds, structured products and derivatives

* Excellent attention to detail, quality and problem solving skills

* Experience working with large volumes of data downloaded from Factset or other similar data vendor

* Knowledge of indices covering different asset classes

* Familiarity with portfolio optimisation

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