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- London, UK
- Full-time employment
- Posted on 14 Sep, 2018
- Start date:
- Visa Sponsor
The focus of the role will be on the validation of quant models used in the investment process and the development of quant risk models, across all asset classes.
* Independent review of models; asset allocation algorithms, quant strategy tools, pricing models etc.
* Advise and work on quantitative risk modelling and methodologies
* Produce reports on models and improve governance framework
* Assist with the creation of software tools
* Strong Model Validation experience, highly desirable to be from another buy side (Investment/Asset Management/Hedge Fund) firm but will consider banking backgrounds.
* Experience with one or multiple of these programming languages; Matlab, Python, R, VBA or SQL
* Good quantitative background, Masters level or higher education and ability to work with numerical, statistical, mathematical and econometric methods
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About Twenty Recruitment Group
Established in 2009, Twenty Recruitment Group is one of the world’s fastest expanding independent recruitment businesses. While the recruitment sector was suffering from the effects of global financial meltdown, we were rewriting the rule-book and setting up the next generation of recruitment business; from a standing start in the very depth
- Recruitment & HR
- London, UK
- 51-200 employees
- Founded in 2009