Quantitative Analyst (6 month contract)

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Core Responsibilities

• Full lifecycle development and maintenance of advanced mathematical models in the firm’s in-house analytics library
• Partner with trading and sales teams to design and implement advanced pricing and risk management tools
• Provide technical leadership and expertise in the delivery of quantitative support including modernisation of the current framework and the techniques used within it
• Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications
• Work closely and collaboratively with relevant QTS partners to ensure that tools are fully and properly integrated into IT systems and applications, according to business requirements
• Provide input into the development of the shared Quant and Technology architectural vision

Must...