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Quant Analyst (C++,Python) - FTSE100 Organisation

GL Global

Posted on Jan 6, 2023 by GL Global

London, United Kingdom
IT
Immediate Start
£800 - £800 Daily
Contract/Project

Quant Analyst (C++, Python) - FTSE100 Organisation

A FTSE100 organisation requires a Senior Quant Analyst to be responsible for delivering practicable validations to models of various complexity.

The role involves the development of reference valuation models, statistical/time-series data analysis and model parameter estimation. This offers regular interaction with risk teams, traders, technology teams and Front Office quants at all levels and across all regions.

Experience:

  • Financial derivatives valuation methodologies and the fundamentals of trading
  • Stochastic calculus, probability theory and Levy processes, and associated numerical methods for their practical implementation
  • Dependency modelling, including copulas, cointegration and local correlation approaches
  • Optimization, stochastic control, stochastic dynamical programming and numerical linear algebra
  • Implementing advanced numerical algorithms
  • Experience with C++ & Python programming languages, plus third-party libraries (Boost, MKL, pybind11, NumPy and Pandas)
  • PhD or MSc degree in a quantitative subject area (eg physics, mathematics, electrical engineering or mathematical finance)

This is an urgent vacancy, please apply immediately for further details & a confidential discussion.

Reference: 1847306543

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