Description
Quantitative Analyst: Bespoke Bank Trade Platform - Bank
We are looking for a 4 man Quantitative Analyst team to help deliver a bespoke parallel trade system environment within my Investment banking client.
You will have proven and current hands on quantity analyst expertise particularly within R and parallel processing in R and a strong background within banking/trade platforms/financial systems.
To qualify for this role you would have expertise in at least 50 % of the below skills:
- Data Analysis: Descriptive/Bivariate Statistics
- Regression: Linear, logistic, Poisson
- Clustering: Hierarchical, K-Means, Maximization
- Decision Trees: Random Forest
- Fit Tests: Kolmogorov Smirnov Test, Chi Square, Anderson Darling
- Bayesian Statistics: Markov models, Naïve Bayes Classifier, Bayesian Networks
- Statistical Topic: Latent Dirichlet Allocation
- Factor Analysis: Maximum likelihood extraction, principal component extraction
- Time series: ARIMA, cross correlation
- Matrix computations: Variance and Co - Variance
- BI Tools: Qlikview, Platfora, Tableau