My portfolio of clients consist of buy-side and sell-side firms who have built a reputation in recognising the value of advanced quantitative approaches take in the investment/trading space. This client is no exception and are currently seeking to expand their Quantitative Analytics Group with an individual who has built a solid grounding in understanding the full lifecycle of modelling approaches used in the investment process from valuation, stochastic pricing/modelling through to execution/implementation.

The group have had minimal exposure towards core credit products and are seeking tp upscale their coverage in the next few years by identifying sound and robust modelling and risk management approaches to assure continued success while minimising exposure to market volatility. The role thus demands an individual who understands the challenges associated with traditional credit products as well as more exotic platforms covering ABS underlyings (CDO, credit etc). Your mathematical background will include both stochastic as well as econometric based approaches and seek to go beyond pricing approaches geared towards trading environments and adopt more longer term risk management based mentality with an acute hands on element of your work implementing in C++, VBA and related programming methodologies.

Your sector exposure (Trading/Structuring, Rating Agency, Portfolio Manager, Software Vendor etc) is less of a concern compared to your ability to demonstrate both a track record and medium-long term focus in the role Quantitative analytics play in the Capital Markets space.

An excellent opportunity to join a small and niche group dedicated towards looking at new approaches in the financial mathematics practice.

Interested?

CVs in confidence to discuss.

To apply: CVs to quants@atlas-fm.com

Head Hunter within the Quantitative & Risk Analytics space:

 
Roles Covered:

• Quantitative Analytics (Research, Development, Strategy – cross asset class)
• Structuring/Trading (Algorithmic Trading, Quantitative Trading, Structuring/Trading support)
• Risk Analytics (Market, Credit)
• Technology (Trading & Risk Management Systems Development)

Sectors Covered:

• Investment Banks (Trading/Structuring/Algo desks, R&D Groups, Quant/Risk Groups)
• Hedge Funds (Trading, R&D Groups, Quant/Risk Groups)
• Asset Managers (Portfolio Management/Strategy, R&D Groups, Quant/Risk Groups)
• Research Providers (Analytics & Technology, R&D Groups, Quant/Risk Groups)
• Software Vendors ((Analytics & Technology, R&D Groups, Quant/Risk Groups)