I'm looking for an individual who has developed an early interest in the field of applied statistics for a risk modeling team responsible for modeling key extreme value events. The team are responsible for creating both the models and software solutions to be able to allow the business to hedge it's risks around key portfolios and consist of MSc/PhD profiles across multiple quantitative disciplines. Suitable candidates will ideally be educated to MSc/PhD level in the hydrology, meteorology, Civil/Structural Engineering or any discipline that leverages advanced statistical measures across natural disaster, seismic or related activities (Catastrophe modeling). The ability to leverage your mathematical background is second only to your ability to use software programming methodologies across both statistical and object oriented approaches. Awareness of the CAT and related market is not key although priority will be given to individuals whose research or commercial exposure has focused in this area. An excellent opportunity to join a small but expanding research team amongst like-minded colleagues. Sound like you? CVs in confidence to discuss further.

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)