Quant Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

You will be working in a team that does independent validation of models for the Front office implementing as much of the models yourself as you can.

You will be working with various products including Interest Rates, Inflation, FX and Commodities.

Key requirements:

Experience of Quant Modelling
Experience building validation models
Knowledge of Monte Carlo, time series analysis, statistical analysis, derivatives pricing models, Gaussian copulas and dependency structures
Knowledge of programming with Python, R or C++

This role requires 1-2 days a week in the office.