Research Analyst

SunGard
London - United Kingdom
S: Competitive

Position Responsibilities

The role will be part of an established team of researchers, providing analysis to the company and its clients, liaising on a project basis with Client Support, Model Production and Development teams.

Responsibilities-
• To design, prototype, implement and test APT's multi-asset-class risk models, working within the MAC Model project team
• To assist in all aspects of the analytic work of the research group including optimization and simulation modelling
• To assist in the development of bespoke solutions for clients and prospects
• To assist in the documentation of APT's modelling and risk analytic methodologies
• To provide SunGard-internal training in theoretical and practical aspects of risk management

The successful candidate will be a team player who is capable of working independently when necessary, who can learn quickly so as to pick up and manage complex projects, and can communicate effectively to others within and outside the company.

Position Requirements

Required Qualifications-
• BSc/MSc/PhD in Mathematical Finance, Economics, Mathematics Physics or other scientific discipline

Required employment experience-
• Minimum of 4 years employment post graduation
• Required experience within investment management, central banking, or with established software vendors within finance space
• Experience in Quantitative Fixed Income analysis is strongly preferred

Required technical skills-
• Familiarity with mathematical methods applied to finance, for example
• Financial data management
• Risk management
• Quantitative Fixed Income analysis
• Factor modelling
• Derivatives pricing and analysis
• Portfolio optimisation
• Good proficiency with Windows Office applications
• Some knowledge of MatLab or a scripting languages such as Perl, Python or VBA would be an advantage

Job summary