Statistical Modelling / Quant Modelling Investment Banking

Recruiter
Maxfield Search & Selection Limited
Location
London, UK
Salary
Competitive
Posted
18 Feb 2019
Closes
15 Feb 2019
Ref
1071039677
Job Role
Business Analyst
Contract Type
Permanent
Hours
Full-time
Data Scientist / Statistical Modelling - Investment Banking

Location:
London

Salary:
c.£50,000 to £80,000 Benefits and Bonus Are you a Data Scientist or Quantitative analyst with a core skill in Statistics? Can you build Time-Series models Do you know your way around a Stochastic Volatility model? Are you able to derive GARCH models or Vine-Copula models from scratch? If you can demonstrate an expert level of mathematics (ideally in the fields of probability and stochastics) and programming skills to implement models in C++ & R (or Python) - then our client will be interested in speaking with you. Whilst we are seeking a quantitative analyst to work in a leading Bank; prior experience in Financial Services is not essential and our client is considering candidates from a wider background based on their mathematical ability and technical skills Our client is a leading European Investment Bank and the team is focused on developing models for stress testing, Value-at-Risk (VaR) and modelling the market risk losses of the firm's trading portfolio. The team is also responsible for the market risk, stress infrastructure and represents Risk internally, facing off to the Front Office, as well as to external parties including the regulators. In general, you will have: A University degree in finance, economics, business administration or numerical discipline A strong analytical skills set and inquisitive mind A statistical background with expert level Time Series modelling Coding expertise in R or Python and C++ is essential This job was originally posted as www.totaljobs.com/job/85130156

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