Consultant - IT Quant

PwC

Job information

Company: PwC

Location: London

Education:

Benefits: Competitive

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Consultant - IT Quant

We are seeking an IT Quant Professional to join our growing Risk team.

The role:

  • developing, prototyping, implementing, and maintaining correlation models based on market data.
  • Being involved in the whole model implementation cycle:  validating and calibrating existing correlation models, researching, data design, model design, and implementation.  Specifying, documenting, and explaining correlation models.  
  • Client presentations.
  • Ability to communicate effectively the capabilities and advantages of correlation.  
  • Assisting in sales.
  • Working closely with quants.

Requirements/ Essential Knowledge

  • Current experience in database design and implementation.  Heavy SQL skills a must including an understanding of query execution plans and database optimization methods.  Must have some SQL Server experience in the last six years.
  • Demonstrable experience in C++ and OO programming in a working environment.  
  • Working knowledge of probability theory and multivariate statistics.
  • Some experience working with market data in equities and fundamentals.

General Requirements

  • Demonstrable evidence of new thinking either in academia or banking 
  • Strong Powerpoint, Word and Excel skills.
  • Good communication skills both verbal reasoning skills, ability to communicate complex ideas effectively, and good writing skills. 
  • Ability to work in a team - sharing ideas and supporting other team members.
  • Willingness to travel if the occasional need arises.
  • The ability to manage own work and time effectively

Desirable

Working knowledge VBA for Excel. 

Experience in STL (especially in Visual C++)

Qualifications

Degree in a mathematical discipline with post-graduate qualification (MSc or PhD).

The skills we look for in future employees

All our people need to demonstrate the skills and behaviours that support us in delivering our business strategy. This is important to the work we do for our business, and our clients. These skills and behaviours make up our global leadership framework, ‘The PwC Professional’. 

The PwC Professional focuses on five core attributes; whole leadership, technical capabilities, business acumen, global acumen and relationships. We use this framework to recruit, develop and assess our people, at all grades and all areas of our business, because we expect all of our people to be leaders.

Job information

Company: PwC

Location: London

Education:

Benefits: Competitive

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