Quantitative Analyst/Associate Job Description Template
Our company is looking for a Quantitative Analyst/Associate to join our team.
Responsibilities:
- Under direction of the Associate Director, contributes to the design and implementation of coding solutions;
- Takes ownership of activities on team work plan and delivers to agreed timelines;
- Maintains knowledge of latest developments and techniques in the Quant world as well as IT technologies;
- Proactively supports other team members on project activities as required;
- Develops, maintains and enhances own developed applications, within an existing framework, for use by the Treasury department.
Requirements:
- Good understanding of financial instruments in general and in particular interest rates, foreign exchange, equity and credit derivatives;
- Knowledge of Summit, QuiC and/or NumeriX;
- MSc in finance or sciences, or equivalent experience Demonstrated experience working in Financial Services;
- Proficient in C++, Excel, VBA, databases, Json, SQL, Matlab, SVN;
- A methodical and practical approach to problem solving and troubleshooting;
- Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA/DVA, FVA);
- Strong quantitative skills in financial modelling, including stochastic calculus, numerical methods and application of the options theory;
- Demonstrated experience contributing to and delivering projects as part of a team.