CIO Strategy - Quantitative Analyst
GBP 63K-70K (estimate) Mid-level Full Time
Tasks
- Analyze total return decomposition
- Build carry and OCI forecasting models
- Conduct scenario modeling and Monte Carlo simulation
- Create PV and OCI decomposition tools
- Design quantitative models
- Develop portfolio construction and optimization models
- Develop tail hedging tools
- Forecast forward CET1 impact
- Implement analytics in tested software
- Implement time series analysis and strategy models
- Perform risk and volatility and correlation analysis
- Provide ongoing model support and validation
Perks/Benefits
- N/A
Skills/Tech-stack
Correlation Analysis | Derivatives | Fixed Income | Machine Learning | Matplotlib | Monte Carlo | Monte Carlo Simulation | NumPy | Object-Oriented | Object-oriented programming | Optimization | Portfolio Theory | Python | Quantitative Finance | Risk Management | Scenario Analysis | SciPy | Scikit-learn | Seaborn | Series analysis | Tail hedging | Time Series | Time Series Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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