wanted: Quantitative Analyst: Client Facing Equities Quant, AI: Pricing Indices, SQL, Matlab, C#: New York, New York New York, To £120k + Bonus + Bens, Permanent

Quantitative Analyst: Client Facing Equities Quant, AI: Pricing Indices, SQL, Matlab, C#: New York, New York New York, To £120k + Bonus + Bens, Permanent

Quantitative Analyst, Portfolio Optimisation, Portfolio Construction, Alternative Investments Modeling, Fund management, Quant Analyst, Fixed Income, bonds, Equities, Equity Derivatives, Structured Products, Pricing indices, Ratios, Factors, Analytics Quant: SQL, Excel, Matlab, C#, New York. Leading Financial Institution who continue to enjoy year-on-year revenue growth are looking to expand their Analytics group as they diversify into new product areas. They are interested in talking to experienced quantitative analysts with a background in Equities and Alternative Investments, preferably some exposure to Fixed Income, Commodities or FX Derivatives (areas they are expanding into this year) to work on the development and implementation of new pricing models. In addition to this you will be client facing and keen to represent the firm at conferences and in journals, requiring gravitas and excellent verbal and written communication skills. You will have an strong mathematica l background with experience gained on Buy or Sell side covering some of: model construction and testing, pricing, product modelling, Index design and development. IT Skills on Matlab, SQL, .net and Excel are highly desirable. This is a great time to be joining and expanding team, working on new products in a highly successful firm.