Description
A fantastic opportunity withing a top tier Investment Bank's quantitative analytics group for a PhD graduate, with or without relevant work experience.You will be part of a team responsible for the development of firm wide methodology revolving around risk management. You will work with other analysts on research, development, and deployment of pioneering risk models.
Key Requirements:
- Excellent mathematic ability
- PhD in a statistical discipline from a top university (Mathematics, Econmetrics etc)
- Profficiency with programming in R / SPLUS
- Ideally possess a secondary programming language (C/C++)
- Solid communication skills
- Relevant Investment Banking experience would be beneficial but is not a prerequisite
The role is a 6month rolling contract based in London.
To find out more about Real please visit www.realstaffing.com