Corporate Treasury, Leap Strats / Quant, London, Analyst

Job Duties:

• Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to compute various liquidity and risk metrics.
• Design and build mathematical models that attribute spot metrics and project future requirement, produce quantitative analytics on historical metrics data.
• Build quantitative tools to explain and perform scenario analyses on various liquidity metrics.
• Write model documents and execute model validation process in accordance with firm policy for quantitative models.
• Collaborate with non-engineers to explain model behavior.

Qualifications:

• Bachelor's degree minimum, Masters or PHD preferred
• Strong analytical skills to perform complex functional and technical analyses
• Strong communication skills

Relevant Prior experience:

• Developing mathematical models in one of the following: Python, C++ or Java
• Developing financial pricing models in any asset class.
• Maintaining a production code base and daily production processes.
• Preparing and submitting technical documents to support the validation of mathematical models.
• Working with techniques of optimization, statistical analysis, including parameter estimation

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