Associate - Quant

apollo-fire.co.uk

Hybrid
Quantitative modeling
Derivative asset classes
Risk management
Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position

Job Summary

  • Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.
  • Build, refine and manage quantitative models of Portfolio Management, Asset Allocation, Valuation, Risk Sensitivities & Reporting.
  • Contribute to automating and standardizing analytical processes by writing scripts and enhancing tools to streamline repetitive tasks, such as automating data inputs into models and creating standardized reporting analyses for presentations.

Matching Summary

Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.

Skills & Requirements

Must-have

  • Quantitative modeling
  • Derivative asset classes
  • Risk management
  • Python / C++ programming
  • Financial markets experience
  • Stochastic modeling

Nice-to-have

  • Collaboration
  • Challenging convention
  • Driving collaboration
  • Leading responsibly
  • Outperforming expectations

Key Requirements

  • Masters / Bachelor’s degree
  • 5+ years of programming experience
  • 2+ years as Quant in Front Office Pricing
  • Quantitative credit methodologies
  • Financial engineering knowledge
  • Software development principles

Work Rights

Not specified

Tailored Resume

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