Quantitative Analyst
3 days ago
At Charterhouse, we are seeking a skilled Quantitative Analyst to join our Global Markets Front Office Quantitative team. This role offers the opportunity to work on cutting-edge quantitative models and strategies that drive profitability, manage risk effectively, and ensure compliance with regulatory requirements.
Key Responsibilities:
- Develop and implement pricing models for various asset classes, including equities, fixed income, FX, and commodities.
- Analyze market trends, volatility, and other risk factors to support trading strategies.
- Create and enhance algorithms for automated trading and risk management.
Product and Strategy Development:
- Collaborate with traders and structurers to design and refine trading strategies.
- Analyze new products and determine the quantitative methodologies required for pricing and risk assessment.
- Conduct scenario analysis and stress testing to assess strategy robustness under different market conditions.
Risk Management and Optimization:
- Work with risk management teams to quantify and manage risks associated with trading activities.
- Optimize portfolios and trading strategies to enhance returns while adhering to risk and capital constraints.
- Develop tools to improve trading efficiency and risk-adjusted returns.
Technology and Infrastructure:
- Build, test, and deploy software tools and libraries for pricing, hedging, and risk management.
- Maintain and improve front office analytical tools ensuring accuracy, scalability, and performance.
- Collaborate with IT and data teams to access and integrate necessary data sources.
Regulatory Compliance and Reporting:
- Ensure adherence to internal policies and regulatory standards relevant to trading activities and model usage.
- Document quantitative methodologies for internal audits, regulatory reviews, and model validation processes.
- Participate in model validation exercises ensuring transparency and clarity in quantitative models.
- Liaise with global teams including trading, risk management, structuring, technology, and compliance to align on strategy and support broader business objectives.
The successful candidate will have a strong understanding of global markets products, financial instruments, market dynamics, and economic principles across asset classes. They will also possess a solid background in quantitative modeling, statistical analysis, and applied mathematics for financial markets.
Requirements:
- Bachelor's degree in finance, accounting, economics, commerce, or related discipline and engineering background in applied mathematics or physics.
- Minimum of 6 years relevant markets experience in similar positions.
- Strong interpersonal skills and ability to work with stakeholders confidently.
We offer a dynamic work environment and opportunities for growth and development. If you are a self-starter who shows initiative and is able to problem solve, we encourage you to apply.
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