Junior Quantitative Risk Consultant
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location
City of London, London
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sector:
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job type:
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salary:
£200.00 - £230.00 per day
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Contact:
Charles Woollard
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Email:
charles.woollard@orbisconsultants.com
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job ref:
BBBH3189_1549963691
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published:
2 months ago
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Duration:
Initial 6 Month
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expiry date:
2019-03-14
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Startdate:
ASAP
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Consultant:
#
My Client a Financial market company operating an options and futures exchange are currently recruiting for a Junior Quant Risk Consultant for a 6 month period to work on a wide ranging project!
The Role
- Implementing backtesting procedure by calling existing pricing libraries
- Implementing payoffs into existing pricing frameworks (Monte Carlo, backward induction or closed form)
- Testing and analysis of backtesting result
The skill set we are looking for include the following:
- Financial maths graduate level or less experienced quant with ambition to learn
- Strong analytical skills, fast to learn and fast to adapt
- Reasonable C++ knowledge
- Basic asset class knowledge
- Knowledge of basic pricing techniques (Black-Scholes, Monte Carlo simulation etc.)
- Strong interpersonal skills
