Senior Quantitative Analyst
GBP 52K-58K (estimate) Senior-level Full Time
Tasks
- Advise on model selection and suitability
- Apply IT change management best practices
- Develop financial models in Python
- Enhance fixed income and pension liabilities models
- Improve code quality and testing
- Lead model use case development
- Manage platform issues with technology partners
- Optimize portfolio to maximize return and reduce risk
- Perform portfolio risk analytics
- Support model governance and compliance
- Troubleshoot model usage and workflows
Perks/Benefits
- Annual bonus plan
- Discounts
- Electric car scheme
- Family leave
- Flexible working options
- Generous pension contribution
- Healthcare plan
- Life assurance
- Paid time off
- Share schemes
Skills/Tech-stack
Algorithms | Azure | BlackRock Aladdin | C++ | COM | Complexity analysis | Data Structures | Derivatives pricing | Excel | Interest Rate | Interest Rate Modelling | Memory Optimization | Monte Carlo | Monte Carlo Simulation | Parallel Computing | Performance optimization | Portfolio Management | Portfolio Optimization | Pybind11 | Python | Relative value | Relative value assessment | Risk Analytics | SQL | SimCorp | Snowflake | State Street | State Street Alpha | Stochastic Calculus | Value assessment | Xlwings
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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