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Associate Quant
Location
AmsterdamJob Description
Be part of state of the art technology and research, trading, and risk management support
join a technically superior team you will leverage your strong technology and quantitative experience to develop strategies, trading systems and tools.
- Research and develop models, tools and strategies in support of both existing and new investment efforts in credit instruments (investment grade and high yield), sovereign debt, derivative instruments and currencies. - Partner with the portfolio management and economics teams; participate in and make refinements to the portfolio construction process. - Respond to various quantitative requests from consultants and clients, such as simulations, strategy studies, index/benchmark studies, risk profiles and performance attribution - Develop and maintain strong relationships with cutting edge researchers in both the academic and professional communities to understand recent developments - Collaborate with all internal quantitative analysts to drive information sharing and leverage expertise
Our expectations
- Exceptional academic background, preferably an advanced degree in a quantitative or computer science discipline, and must be from a Top Tier University or well established Institution. - Expert programming skills - Strong foundation in financial econometrics would be preferred - Computer programming and database skills; Excel, Matlab, SAS, SQL Server, Oracle - Have confidence and the ability to work in bonds and derivatives. - A very strong ability to price and model; must be hands on and technical. - Able to develop new ideas and conduct independent research using financial data - Strong analytical thinker; - Expert knowledge in making complex calculations and performing statistical tests;
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