Quantitative Analyst - London, United Kingdom - ETRA Talent

Description

Must have the following experience

Role one:

• Academic excellence: A PhD (or equivalent) in Maths, Physics, or Engineering from a leading university.
• Proven expertise: A minimum of 5 years' experience as a Front Office FX Quant, with extensive knowledge of market conventions and dynamics.
• Technical proficiency: Strong skills in QuantLib and Python. Familiarity with JavaScript, C++, and Bash are advantageous.
• Independent and proactive: Capable of thriving in a startup environment, embracing its challenges and opportunities.

Role Two:

• Expert level of knowledge in the area of portfolio credit modelling techniques & model parameters (EPE, PFE, LGD) as well as stress testing and scenario analysis
• Experience in the area of initial margins and estimation of tail risk on futures, options and other traded products (Cleared, ETD and OTC)
• Proficiency in one or more programming languages (e.g. Python) for prototype development.
• A university Degree, with advanced degree preferable, (e.g, MSc) in relevant discipline or professional qualifications (e.g. CFA, FRM)