QUANTITATIVE ANALYST

• Company

  Core Asset Consulting

• Location

  UK-Edinburgh

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  07-Nov-2013

• eFC Ref no

  1272503

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This is a new vacancy within a global leading asset management company supporting their Risk and Structuring team in Edinburgh.

Description:
This is a new vacancy within a global leading asset management company supporting their Risk and Structuring team in Edinburgh. The role requires an individual to provide technical and programming expertise with problem solving ability to support the management of portfolios, enhance existing tools/technology/infrastructure and assist in new initiatives.
Core Responsibilities:

• Support the management of multi-asset portfolios through risk analysis and trade modelling.
• Assist in the management and development of the firm’s risk and hedging platform. This will involve the maintenance of data, systems and tools critical to the team and include aspects of derivative modelling and pricing.
• Lead on the implementation of new techniques in risk management and hedging that have been researched and defined by the team. This will typically include elements of programming.
• Assist in expanding the company’s product offering, which will include development of new funds.
• Provide general quantitative support to the risk and structuring team.

Core Skills:

• Proactive and methodical approach
• Problem solving/analytical ability
• Numeracy
• Achievement driven
• Good communication skills
• Enthusiasm and integrity
• Customer focused
• Team work and networking

Core Requirements:

• This position is likely to be a good fit for an individual with a postgraduate qualification, programming experience and a couple of years of industry experience. However, a broader range of applications will be considered.
• Undergraduate degree in mathematics/computer science/science or subject with strong numeracy required. Further postgraduate or professional qualifications of a more technical nature beneficial.
• Programming experience required in at least one language such as VB, C/C++/C#, Java, .Net.
• Software development experience is beneficial.
• Experience with MATLAB, Octave, R or a similar package is beneficial.
• Experience with Bloomberg is beneficial.

Experience in the following areas is helpful but not expected:

• Optimisation
• Portfolio construction and risk management
• Derivatives - valuations and applications
• Multi-asset investing
• Understanding of asset-liability modelling and structuring

Core-Asset Consulting offer specialist recruitment services to the Investment Banking, Financial Services, Secretarial & Support, and Human Resources markets across Scotland.
"People are the core asset of every business"

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