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Quantitative Risk Analyst - London

  • Job type: Permanent
  • Location: Manchester
  • Salary: Competitive
  • Job reference: CRHS29112017
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 04/12/2017
Quantitative Risk Analyst (C++ / Python skills) for Leading Global Consultancy Firm


A leading global consultancy is looking to expand their Quant Analytics function to keep up with its rapid business growth and serve the needs of their top tier clients.

The role will report directly into the Head of Analytics in London. The successful incumbent will be working with the groups leading Investment banking clients to help implement projects coming online in 2018.

With the team looking to expand further next year it will offer an excellent chance for fast career progression with the expectation of this position to gain managerial responsibility relatively quickly.

Key Requirements
  • Familiar with developing tests in Python / C++ to implement and test simulation and pricing models
  • Ability to liaise with a variety of business lines (Quants / Risk / Developers)
  • Excellent educational background (PhD in a Quant / Numerical / Statistical subject)
  • Excellent Python / C++ skills
  • Strong communication skills
  • Familiarity with financial products and models
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