Leading Investment Bank seeks candidate to work on Commodities in the Model Validation team and will develop validation tools in C++ and or Python. You will have continuous interaction with the rest of the team, as well as business, quantitative research, project management and IT, and will help to take forward the validation of the analytical toolkit used for Commodities. The ideal candidate will have strong design and analytical skills.
The ideal candidate has the following experience and skills set:
5y+ experience working as quantitative analyst, quantitative developer or model validator in a large quant library within a major financial institution;
strong practical software engineering, design and C++ and/or Python coding background;
experience in Murex Commodities models and analytics would be a plus;
strong analytical and numerical skills, scientific visualisation and high level technical knowledge on implementing financial markets analytics;
fast learner who can quickly become autonomous and take projects forward;
strong attention to detail as accuracy is of the essence in such a role; and
mathematically-based education at least to degree-level (e.g. Maths, Physics, Engineering). A PhD would be a plus (or similar qualification with focus on mathematics, theoretical physics or computer science).
To apply for this exciting new challenge submit CV and or call Ben Baxter on 0203 176 6647