Quantitative Analyst - Contract - London, United Kingdom,
A Quantitative Analyst is required to join the Portfolio Solutions team to develop and implement 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.