Cross Asset Quantitative Analyst – Start Up – London, United Kingdom

My client is a start-up Financial Services company, which is currently looking to hire a senior Fixed Income Quantitative Analyst.My client offers a service to Institutional Investors (II) that helps run/monitor their portfolios.

The II only gets information once a month from the fund manager on the exposure/returns etc, they also don’t interact with the Prime Brokerage, Fund Accountant, Broker etc or have a detailed picture of what is happening with their portfolio.

The successful candidate will be responsible for:
– Measuring risk and performance metrics across multi-asset portfolios in particular credit and fixed income
– Conducting model performance reviews developing alternative benchmark models, where necessary
– Developing models for regression, style, factor and principal component analysisMy client offer 3 main services
– Provide a service to interact with all of the relevant parties, rather than just the fund manager
– Provide (relative) real-time information on their client’s portfolio (risk exposure/returns etc)
– My client monitors and opine on the fees/commissions to their clients. (should they be too excessive)

Skills:

5+ years’ experience ideally in multi-asset risk and/or structured products modelling and analysisMSc/PhD in Maths, Physics, Engineering or Quant Finance (tier one university preferred)Strong analytical skills and stochastic calculus, probability, Monte Carlo and PDE.Strong fixed income knowledge with particular focus on credit, macro and rates products.

The ability to build and strip hazard curves to generate probability of default. Someone who can code up the numerical methods to solve 2 and 3 factor stochastic equationsSelf-starter able to work in a ground up build and produce good quality written reports to deadline.Forge working relationships with peers, clients and risk managers

R language expertise an advantage – or another statistical programming language

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0207 377 2200 / 07748 461 142 or email your CV toabooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.