Quant Analyst - Long term

A financial client I am working closely with are urgently seeking for a Portfolio Quant

The ideal candidate has a degree in a quantitative subject: maths, physics, engineering, statistics etc. A post-graduate education level (PhD or equivalent) is desirable.

The candidate has the following experience and skills set:

• Working experience with Monte Carlo simulations and possess relevant statistical knowledge that comes with it.
• Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
• 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with front office or market risk focus;
• Exceptional C++, with strong capacity of abstraction and design skills;
• strong knowledge of at least one asset class - interest rate, FX , inflation products etc.
• strong analytical and numerical skills, with desirable skills in statistical techniques used in the computation of VaR, expected shortfall etc.

CV will only be considered with the above.

Experience with C++ and Python is a must in Quant capacity

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