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Currently recruiting for a Trading Quant for the Financial Markets division of a leading bank based in London. The ideal candidate should have a strong mathematical background, including familiarity with a range of Statistical Modelling software, and should have a good background in the financial markets. The role will predominantly focus on financial modelling and will give you a chance to broaden your skill set across Credit, Market and Trading Risk.
Academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
Interest in and knowledge of financial mathematics, in particular, option pricing and stochastic calculus
Familiarity with financial markets, including recent, most important developments
Good knowledge of and proven experience with statistical modelling and software (C++, Java, Python, R, SAS, MatLab or Mathematica)
Familiarity with advanced statistical techniques such as machine learning and deep learning
Good knowledge of and experience with developing complex mathematical models