At a Glance
- Tasks: Lead regulatory and risk modelling projects in a dynamic team environment.
- Company: Join a leading firm in the heart of London with hybrid working options.
- Benefits: Competitive salary, flexible working, and opportunities for professional growth.
- Other info: Exciting projects with excellent career advancement opportunities await you.
- Why this job: Make an impact in market risk and derivatives pricing while developing your skills.
- Qualifications: Strong quantitative background; PhD or Masters preferred, with modelling experience.
The predicted salary is between 60000 - 80000 £ per year.
Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA.
To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills. You will use your quantitative modelling skills on a range of projects:
- Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
- Model build and validation of VAR, stressed VAR and IRC
- FRTB and IBOR modelling
Qualifications and Experience Required:
- Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
- Professional Qualification e.g. CQF / CFA / FRM / PRM is advantageous
- Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
- Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
- Strong experience in any of the following software development environments: Python/Java/C++/SQL/R/.NET
- Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
- Experience in FRTB or IBOR transition would be preferred
- Confident and credible communicator with good technical knowledge and commercial understanding
Quantitative Analyst employer: Campion Pickworth
Contact Detail:
Campion Pickworth Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst
✨Tip Number 1
Network like a pro! Reach out to professionals in the industry through LinkedIn or local meetups. We can’t stress enough how valuable personal connections can be in landing that Quantitative Analyst role.
✨Tip Number 2
Prepare for those interviews by brushing up on your technical skills and quantitative modelling knowledge. We recommend practising common interview questions and even doing mock interviews with friends or mentors to boost your confidence.
✨Tip Number 3
Showcase your projects! If you’ve worked on any relevant modelling or risk analysis projects, make sure to highlight them during interviews. We love seeing real-world applications of your skills, so don’t hold back!
✨Tip Number 4
Apply directly through our website! It’s the best way to ensure your application gets seen. Plus, we often have exclusive roles listed there that you won’t find anywhere else. Let’s get you that job!
We think you need these skills to ace Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Analyst role. Highlight your quantitative academic background and any relevant experience in model development and validation. We want to see how your skills align with the job description!
Showcase Your Skills: In your cover letter, don’t just list your qualifications; showcase your skills! Talk about specific projects where you’ve applied statistical techniques or worked with software like Python or R. This helps us see your creative approach in action.
Be Clear and Concise: When writing your application, keep it clear and concise. Use straightforward language to explain your experience and avoid jargon unless it’s necessary. We appreciate effective communication skills, so let that shine through!
Apply Through Our Website: Finally, make sure to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy – just follow the prompts and you’re good to go!
How to prepare for a job interview at Campion Pickworth
✨Know Your Numbers
Brush up on your quantitative skills and be ready to discuss specific models you've worked on. Be prepared to explain your thought process behind model validation and testing, especially in relation to derivative pricing and market risk.
✨Showcase Your Software Skills
Make sure you can confidently talk about your experience with programming languages like Python, Java, or R. Have examples ready that demonstrate how you've used these tools in your previous projects, particularly in model development and validation.
✨Communicate Clearly
Effective communication is key! Practice explaining complex concepts in simple terms. You might need to discuss your work with non-technical stakeholders, so being able to convey your ideas clearly will set you apart.
✨Stay Updated on Regulations
Familiarise yourself with the latest regulatory changes, especially around FRTB and IBOR. Being knowledgeable about these topics shows that you're proactive and understand the broader context of your role within the financial landscape.