University of Sussex, School of Business, Management and Economics
Research Assistant: Financial Risk Model Implementation

Salary range: starting at British Pound 26,779 and rising to British Pound 30,122 per annum

Applications are invited from talented Matlab programmers with specific expertise in quantitative market risk analysis, full time, fixed term for up to 1 year.

JOB QUALIFICATIONS: The successful candidate will have comprehensive background knowledge of financial instruments (bonds, equities, commodities, futures and options), understand portfolio mapping, and be conversant with VaR models and stress testing, as well as standard backtesting methods. Advanced knowledge of Matlab is essential. At least a Masters level degree in Finance (or similar subject) at distinction level is required, with PhD preferred. Experience with C# would be a plus but is not required.

The position would suit a young researcher wishing to gain additional experience before seeking a job in the finance industry. The work will entail working closely with Professor Carol Alexander to implement a risk model of her design, in collaboration with an industry partner.

Part of the employment will involve internship work at the partner institution in Zurich or the UK, for which salary will be paid under a separate agreement. The University of Sussex salary will apply pro rata for the period of post-doctoral research assistance at the University.

FURTHER INFORMATION: Informal enquiries may be addressed to Professor Carol Alexander at c.alexander@sussex.ac.uk

APPLICATION PROCEDURE: Applications consist of curriculum vitae, cover letter, application form and three letters of recommendation.

Closing date for applications: 31 January 2013

For full details and how to apply see http://www.sussex.ac.uk/jobs

The University of Sussex is committed to equality of opportunity