Sigmar are currently working closely with a Quantitative Advisory firm in their search for Quant Analysts. This is a growing organisation that focuses on providing Risk Management services to Top Tier Financial Institutions globally. Their services help mitigate Financial Risk and optimize resources across the entire trade lifecycle. Therefore within this role you will have exposure to Top Tier Investment Banks and Asset Managers.
The incumbent of this role will be a member of the service operations team that runs, develops and documents the sensitivity and backtesting services provided by Therefore ideal candidates will be an analytical problem solver with previous exposure to Financial Markets and Quantitative Finance.
- Developing and validating Models on behalf of clients
- Issue analysis and resolution in the service operations for global clients
- Continuous support - respond to client queries that have been escalated by the non-quantitative business units within the business
- Regular Backtesting - Maintain, develop and run the backtest service, including producing backtest reports
- Liaise with the market data and development teams to improve the services and resolve issues related to the services
- Create, maintain, expand and quality assure documentation for the services
- Quality assurance of the results of the services
- Financial derivatives valuation knowledge is essential.
- Knowledge of pricing methods in at least 3 asset classes from interest rates, FX, equity, credit, commodities, fixed income
- Python scripting (pandas, jupyter, matplotlib, xml, requests libraries)
- Experience with XML beneficial
- Experience with HTTP (postman, python requests) beneficial
- Masters in quantitative discipline
- Candidates can be talented and ambitious graduates, as well as analysts with experience in the industry
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