Quantitative Analyst
6 Months
Remote- London
Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.
Knowledge of main instruments used in FICC business.
Knowledge of xVA, VaR, ES and other risk measures.
Strong C++ skills (C++11 or beyond appreciated).
Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
Good knowledge of Excel.
Knowledge of Windows (or Linux), understanding of and experience with version control systems (such as Git) and distributed software development process.
Knowledge of distributed computing and serialisation techniques preferred.
Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.
