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Quant Modeller | London

this job appointment has expired

Location United Kingdom,

Remuneration £80000 - £100000 per annum

Employment type perm

Updated 09th Feb 2018

Company Selby Jennings

Contact Christopher Harris

Phone 020 3758 8900

Email click here

Quantitative Analyst for Front Office Risk Modelling Group (Monte Carlo/ PFE / VaR / Back Testing) | Leading Investment Bank


A top global Investment Bank has developed a new function covering modelling and quantitative risk across all related functions.


The role is ideal for any one from a quantitative background looking to work in a global investment bank where they can develop their career and skill set to work within a leading financial institution. The bank is looking to rapidly expand and is interested in seeing the best academic candidates from a background in market risk or quantitative modelling.

The role will involve working with all areas of quantitative analysis and risk within the bank globally with a focus on project work in developing and implementing new models into teams across the main financial hubs.

The successful candidate will likely have the following background and skill set;

  • Post Graduate Qualification in Mathematics/ Statistics/ Engineering or equivalent quantitative background (PhD)
  • Experience working with VaR / Monte-Carlo Simulation / Back Testing / exposure management)
  • Excellent programming skills essential (MATLAB, SQL, C , Python)
  • High degree of analytical skills
  • English (verbal / written); (any other European language a bonus)
  • Risk or quant background would be preferable but if not must excellent academic background
  • Enthusiastic and keen to learn and develop skill set in a financial setting

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