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A client facing Quant Analyst with solid SQL and/or Matlab is required by a leading, medium sized firm who continues to enjoy year-on-year revenue growth. You will join their Equities and Fixed Income Research and Analytics group as they grow and diversify into new product areas where you will create and present Equity, Alternative Indexes and Custom, Risk based Indexes. They are interested in talking to people with a strong academic background in Mathematics and some Quantitative Research background in Equities or Fixed Income and ideally some experience of Alternative or Pricing Indices.
Rather than being silo'd you will have the opportunity to work on the development and implementation of new indices (requiring SQL and preferably Matlab), exploiting the growth of interest in Smart Indexes/ Smart Beta, ETFs, ESG etc. In addition to this you will be client facing and keen to represent the firm in formal presentations, at conferences and in journals and white papers.
Your experience of quantitative research and design will preferably encompass some Index Development or Portfolio Construction, supported by a solid mathematical background and experience in a dynamic, fast-turnaround environment probably gained in a Buy side or Sell side firm or Index provider, covering some of: Portfolio Optimization and Portfolio construction, financial modelling, Index design and back-testing of models, pricing and development.
This is a great time to be joining an expanding team, working on new products in a highly successful, global firm.
Search Criteria: Quantitative Analyst, Index Analyst, Research Analyst, Index Construction, Equities Quant, Fixed Income, Financial Engineering, Alternative Indices, Custom indices, Derivatives, Investment Bank, Smart Beta, Portfolio construction, Portfolio Optimisation, Fund management, Quant Analyst, Bonds, Pricing indices, PE Ratios, Factors, Bloomberg, Markit, Analytics, Matlab, C#, SQL