Description
QUANTITATIVE ANALYST - INVESTMENT BANKING
Canary Wharf, London
Responsibilities
* Responsible for understanding, analysing and providing content for requirements to close gaps in firm's sensitivities reporting vs regulatory specification.
* Responsible to add clarity and definition to questions throughout the development life cycle and to clarify questions
* Required to interpret test results
SKILLS AND EXPERIENCE REQUIRED
* The candidate should have a first degree in mathematics, theoretical physics, econometrics, statistics or engineering, followed by a Ph.D/MSc. in one of those areas or in finance or equivalent experience.
* The role would suit a candidate with experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance.
* The candidate should have a good understanding of financial mathematics, and an understanding of derivative instruments and the risks they generate.
* He or she also needs to understand the effects, and relative importance, of underlying risk factors upon the value of the instruments.
* A background in statistics, time series analysis and probability theory would be of particular interest. Problem solving skills, as well as computational and communication skills, are essential.
* The candidate should be able to explain complicated concepts clearly to all members of staff, and present their proposals in a clear and precise manner to senior management and regulatory bodies.
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.