This team is responsible for developing maintaining and enhancing the global models we use for pricing, risk management and accounting purposes. Quantitative Researchers are also responsible for the statistical and trading models, platforms, methodologies and reference tools used by our business. Working with innovative mathematical, statistical and technological concepts is an everyday part of the role.
As a Quantitative Research Analyst, you will actively participate in one of the team’s projects employing modelling skills, financial applied mathematics and programming knowledge. The extent of your involvement will depend on your expertise in each area and your individual profile.
Analyst Entry to this field is limited to those with a Masters or PhD (or equivalent) in Finance, Maths, Statistics, Physics or Computer Science. Your technical skills should encompass several of the following: Stochastic Calculus, Optimization, Numerical methods, statistics, programming (object-oriented language appreciated). Previous experience in mathematics or other quantitative research roles is also preferred.