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.
The incumbent of this Quant Analyst role will be a an integral part of the consulting function, where you take an active lead in Model Development on behalf of Top Tier Investment Banks and Asset Managers.
- 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
- 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 or C++ (pandas, jupyter, matplotlib, xml, requests libraries)
- Experience with XML beneficial
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