My portfolio of clients consist of financial market clients where advanced modelling techniques are an integral part of the decision-making process. This client is no exception and are currently seeking an individual who has built a solid track record of success in advanced statistical, computational modelling and/or related methods and keen to translate their expertise into a Risk Modelling Group. Suitable profiles will have followed their mathematical interest to MSc/PhD level with a keen awareness and interest in the application of various financial mathematical approaches in the market. Candidates should have an aptitude to turn their mathematical ability into code using any core programming language (C++, C#, VB etc) and a genuine interest to explore roles beyond derivative pricing frameworks. You will be joining a top heavy PhD biased team of mathematicians where applied modelling techniques and their evolution are a key part of the process. An excellent opportunity to gain a solid grounding in the Quantitative Risk Analytics arena. Interested? 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)