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I currently have an exciting opportunity within a Top Tier Investment Bank's risk metrics team.
The team are responsible for the research, development, and deployment of firm wide risk models.
The position is heavily statistical and data driven, and will see you responsible for the optimisation of the team's market data feeds. This will involve dissecting, optimising, and writing complex stored procedures.
- Mathematical / Statistical background
- Solid Academics within Economics / Mathematics (ideally PhD but not a prerequisite)
- Extremely strong database skills
- Strong programming ability in R and preferably C++
- Experience of a similar senior quant analyst position within a Bank's risk team, or a Quant Trader position where you have dealt with huge data sets and can recognise large signals.
The role is a 6month rolling contract based in Canary Wharf
To find out more about Real, please visit us on www.realstaffing.co.uk