Analyst, Global Quantitative Research
- Location
- Greater London, England, United Kingdom
Senior Management is expected. Responsibilities Lead research and development of margin, stress testing, and risk management models for clearing houses. Perform quantitative risk analysis and develop solutions across multiple asset classes (interest rate, equity, credit, and commodity derivatives). Conduct data exploration, statistical analysis, and time series … MATLAB, C++ or Java preferred. Working knowledge of relational databases (Oracle, Postgres, Snowflake) and version control tools (Git). Solid understanding of statistics, time series analysis, and financial derivatives pricing and risk management. Ability to work under pressure in a high-performance environment with tight deadlines. Excellent ...