Quantitative Research Analyst
The Quantitative Research team is responsible for the development, maintenance and enhancement of the models used for pricing, risk management and accounting purposes globally.
Our Fixed Income Research Strategies Team (FIRST) also provides and maintains accurate, up-to-date historical market databases for trading, marketing and research areas as well as developing, supporting and marketing a number of web-based tools. It’s responsible for developing new trading platforms as well as researching into creative methodologies based on innovative mathematical, statistical and technological concepts.
What you’ll do:
You’ll be responsible for the development, maintenance and enhancement of the models used for pricing, risk management and accounting purposes globally. We’ll expect you to provide and maintain accurate, up-to-date historical market databases for trading, marketing and research areas as well as developing and supporting a number of web-based tools. Your role also involves researching into creative methodologies based on innovative mathematical, statistical and technological concepts.
What you’ll need:
You should have a PhD or Masters (or equivalent) in Finance, Maths or Statistics together with strong skills in VBA and Excel as well as stochastic calculus and numerical methods. Experience in quantitative research or mathematical work is also important.
To find out global degree equivalents, please click here.
