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CROSS ASSET QUANTITATIVE ANALYST – INVESTMENT BANK

  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £120000 per annum
  • Job reference: CRHS 2607
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 15/08/2017
A Global Investment Bank based in London are looking for an individual with a strong statistical background to design and build models across a wide range of asset classes.


 


Responsibilities


 
  • Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury.
  • Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.
  • Maintain an open dialogue with other modellers
Key Requirements
  • Post graduate degree in a quantitative discipline e.g. Statistics
  • Strong knowledge of statistics
  • Good understanding of statistical and econometric modelling techniques
  • Strong numerical programming ability using languages R and Python
  • Experience of developing & applying statistical models     
Preferred    
  • PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)   
  • Knowledge of EAD and PPNR modelling
  • Experience in statistical modelling and model testing
Benefits
  • Salary: £90,000+
  • Generous pension contributions
  • 25 days holiday
  • Private healthcare
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