Quantitative Analyst - Private Assets (Stochastic Modelling)

Recruiter
Alexander Ash Consulting Ltd
Location
London
Salary
(depending on experience)
Posted
13 Jun 2019
Closes
16 Jun 2019
Sectors
Accountancy
Contract Type
Contract
Hours
Full Time

We are currently partnering with a global, market-leading leading Investment/Asset Manager in London who have released an urgent contract requirement to find a Quantitative Analyst within their Portfolio Solutions team.

This individual will support in developing and implementing a Stochastic Modelling Tool that will have a central role in supporting the design and construction of Private Assets portfolios.

The successful applicant will:

* Work closely with Private Assets experts throughout the Portfolio Solutions and Private Assets Division to evaluate historical data to support the modelling
* Develop Stochastic formulae and modelling processes
* Calibrate the model
* Code the model in Python/R

Essential skills:

* Computational finance and statistical educational background and/or work experience that evidences skills in these areas
* Track record of having developed models/code that is used to support risk management and or investment decision making functions
* Coding skills - experience with Python and/or R
* Some degree of private assets knowledge would be ideal though not required
* The ability to work in a fast paced environment and have good judgement skills.
* A good team player.

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