Quantitative Analyst/Statistical Modeller
My client, a top tier investment bank is looking for quantitative analyst/statistical modeller for their Financial Modelling Quant team.
- Design, build and deliver robust and production quality statistical models and code within a unified library
- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.
- Support quantification of the bank's funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile.
- Post graduate degree in a quantitative discipline with a statistics component.
- Strong industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in statistics.
- Good understanding of statistical and econometric modelling techniques - e.g. time series analysis, regression models and various estimation techniques.
- Able to deliver to tight deadlines on quantitative projects.
- Proficient in Python (preferred) or R
Please send your CV to