Quant SME - Contract - 5 days per week on site in London - £950-1000 per day via Umbrella
- Hiring Organisation
- Robson Bale Ltd
- Location
- London, United Kingdom
- Employment Type
- Contract
- Contract Rate
- GBP Daily
event-driven backtester. Numerical/Matrix methods: PSD covariance repair (nearest-correlation/Higham), Ledoit Wolf shrinkage, regression. Strong numerical-stability instincts matter here. FX conversion & multi-currency return handling (hedged/rebased returns). Liability-driven/goals-based analytics (liability paths, success rates) present in the repo, likely ...