Quantitative Analyst - Private Assets (Stochastic Modelling)
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
* 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.