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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

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.