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Front Office Quant Developer - Cross Asset Analytics

  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £120000 per annum
  • Job reference: 3-483473109JSDN
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 29/09/2017
Front Office Quant Risk Position with exposure to all asset types for a Leading Investment Bank

A leading Investment Bank whose clients range from the top investment banks, hedge funds and insurance houses are looking substantially across their quant risk analytics group.

The successful incumbent will be exposed to many different products [FX, FI and Comm] and will need to grow as the product offering and risk platforms develop into a new era of risk management. 

The quant specialist would be exposed to creative analytical work and product development, working closely with the senior members of the group. The team has a current headcount of 15 FTE comprising of FO quant traders and quant analytics specialists. Due to the size of the group the new employees will be exposed to all risk models [market, credit & operational], ideas and practices by the leading firms in banking, trading and fund management. 

  • First point of contact for client business; quant and risk heads for all stress testing and advanced risk model development across market, credit and operational risk.
  • Be an effective business partner to the Front Office / Risk Management Group on advising and improving their risk management processes, regulation and systems across all asset classes.
  • Work with elite risk development team to develop state of the art and market-related risk systems for top clients.
  • Sit down with finance heads from leading hedge funds to ensure that their risk/financial control/audit practices are effective, identifying weaknesses/problems and offering solutions.
  • Work with the firm’s Group Research and Development team to develop industry best risk management software and systems for specific clients.
Ideal Profile:
  • PhD or MSc in Quantitative field
  • 5 years of Quantitative risk industry experience
  • Commercial and highly communicative
  • Exposure to vanilla and exotic products
  • Experience of working in teams
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