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Our client is a leading Asset Manager who are based in the city currently have an AUM of 35b, they are seeking a Quantitative analyst to work within the Credit and Market risk team.
The Candidate responsibilities will be Maintain, test and develop further if needs exist the existing library of credit and market risk models to assist in the valuation and risk management of the firms expanding a range of fixed income products. Work with the rest of the risk team and build relationships with key stakeholders, enhance the firm's existing models and ensure new code meets the exacting standards required of production code.
The Sucssceful Candidate will need to have Strong programming skills. Experience of developing in Matlab would be a distinct advantage.Ability to develop an understanding of market dynamics and modelling methods, with 0 – 2 years' experience. PhD and/or Masters Degree level (or equivalent) education in a highly quantitative subject.