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. The exchange are looking for the successful quant analyst to come on board to provide expertise in either inflation products or FX.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, FX 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