I'm looking for an individual who has built an early interest in financial markets and advanced statistical/econometric approaches for a Portfolio Modelling Group looking to develop proto-type models for existing and new product areas.

The team have built a solid track record across equity and fixed income markets across both cash and derivative underlyings with an acute awareness of the challenges associated with going beyond traditional Financial Econometric techniques to generate greater PnL performance on the book.

The team consist of market professionals across buy-side and sell-side investment research frameworks and suitable applicants should demonstrate the ability to add-value both in terms of your solid grounding in innovative financial econometric techniques as well as market awareness of developing issues in the field of quantitative finance.

Your skills will include the ability to deal with large data-structures for past events as well the ability to look at forecasting future events. Your quantitative ability should ideally be developed to PhD level with an awareness of how to turn your models into workable algorithms via tools such as Matlab, C++ and related tools (to an advanced level).

An excellent opportunity to join a small but well recognised team in the Group.

Interested? CVs in confidence to discuss.