Description
The exchange are going through some very interesting change and require a quant analyst to play an integral part of the build out of their risk management function. Working in a fast paced environment you will be responsible for the modelling of various products, providing your expertise and understanding of the market and modelling techniques.Key Requirements:
- Experience in a similar position as a Quant Analyst
- Risk Management / Risk Management Modelling
- Experience pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns' distribution, volatility, correlations, etc.)
- A deep understanding of portfolio management
- Expertise within Inflation, Fixed Income, Swaptions etc
- MBA/MS or PhD in Finance, Economics, or a quantitative field
The role is a 3 month rolling contract based in London
To find out more about Real, please visit us on www.realstaffing.co.uk