CROSS ASSET QUANTITATIVE ANALYST - INVESTMENT BANK

Recruiter
Selby Jennings QRF
Location
London
Salary
Competitive
Posted
27 Jul 2017
Expires
13 Aug 2017
Sector
Accounting
Contract Type
Permanent
A Global Investment Bank based in London are looking for an individual with a strong statistical background to design and build models across a wide range of asset classes. Responsibilities Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury. Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances. Maintain an open dialogue with other modellers Key Requirements Post graduate degree in a quantitative discipline e.g. Statistics Strong knowledge of statistics Good understanding of statistical and econometric modelling techniques Strong numerical programming ability using languages R and Python Experience of developing & applying statistical models Preferred PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Econometrics) Knowledge of EAD and PPNR modelling Experience in statistical modelling and model testing Benefits Salary: GBP90,000+ Generous pension contributions 25 days holiday Private healthcare