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Job title

Quantitative Analyst

Job description

We are looking for a quantitative analyst for our Rotterdam based Financial Engineering team. This team

is responsible for quantitative modelling issues, as well as the maintenance and development of

our clients core infrastructure. The Financial Engineering team maintains a quantitative analytics library,

as well as internally built tools and systems (VBA / C# based) to facilitate pricing, trading, valuing, risk

management and monitoring of OTC-derivatives, mainly in the fixed income, equity and FX asset classes.

This role will suit someone who has a real love for combining finance and software development in a

financial setting. It is a combination of financial modelling (assisting in methodological discussions

regarding valuation of new products, hedging methodologies, etc.), pragmatic problem solving, handson

programming, coaching and working together with people from different teams (trading, operations,

advisory, risk management, etc.)

The ideal candidate satisfies the following criteria:

Has successfully finished a quantitative study, preferably at Master’s level or higher, in the area
of Mathematics, Physics, Computational Finance, Econometrics, or a similar field.
· Works in a financial environment, preferably related to derivatives (in a validation or front office
role), and/or in the investment or pension fund industry;
· Masters the basic concepts of no-arbitrage pricing, and has experience in at least one asset class
(equity ,fixed income or FX);
· Is pragmatic when it comes to working with end users or business proxy (customer), with the
flexibility to cope with changing requirements;
· Has experience with software development and maintenance of tools and systems
o In the .NET platform (C#), or C++;
o Visual Basic for Applications (Excel);
o Using object oriented analysis and design.
A candidate does not have to satisfy all the above requirements, but obviously, the more boxes one
ticks, the better.

The candidate will:

Work in conjunction with all our financial engineers / developers, a group of 8 people based in
both Rotterdam and London.
Be given time to train, read, and will be sponsored for at least one relevant (finance or software)
conference a year.
Be trained / coached in the basics of investment science, valuation / risk management of
derivatives, and software development techniques.
In terms of training and remuneration,
Flexibility, creativity, honesty and a positive attitude are rewarded with a stimulating and varied working environment.

Contact	Raj Deu	Email	raj.deu@njfsearch.com
Phone	+44 (0)20 7257 2045	Fax	+44 (0)20 7625 6666

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