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Quantitative Analyst

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Quantitative Analyst

  • Location: City Of London, London
  • Industry: Banking and Consumer Lending
    Computer/IT Services
    Financial Services
  • Job Code: PR/009868_1510137275
  • Experience: 5+ years
  • Job Type: Full Time Permanent
  • Education Level: Bachelor's Degree
  • Posted: 22/11/2017
  • Career Level:
    Experienced (Non-Manager)
Financial Services Company is hiring for a Quantitative Analyst for their team based in London. Salary range is between £85K - £120K, depending on skills and experience.

You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in languages such as Matlab, R, C++, C#.

It would be ideal if you had ANY of the following experience: Basel, Dodd-Frank, EMIR, MiFID, Model validation (market, credit or operational risk), market risk management, trading book credit risk management, calculation methodology of PFE CVA, FVA, liquidity risk management, CCP, ETD and derivative clearing processes, margining methodology, etc.

You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 3-5 years financial modelling with a Front Office context. Strong mathematical skills required for this role.

The JM Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. The JM Group is an Equal Opportunities employer and we encourage applicants from all backgrounds.
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Position Information

  • Company:
    The JM Group
  • Salary:
    85,000.00 - 120,000.00 £  per year Bonus + Benefits
  • Category:
    Accounting/Finance
  • Occupation:
    General/Other: Accounting/Finance
    Risk Management/Compliance

About The JM Group

Over 30 years and the levels of client service that we have consistently delivered. Looking forward we are constantly seeking areas where we can improve and innovate further on behalf or our clients.

Today we have around 30 talented professionals working at the jm group and are able to bring a combined total of over 250 years of IT resourcing experience to our clients.