# Quantitative Analyst résumé example

Nine years of quant research across market risk, equity and credit, with the backtest-versus-live gap stated as a number.

![Quantitative Analyst résumé example — senior, written for United Kingdom, set in the Frost design](https://cvaurum.com/img/examples/quantitative-analyst.webp)

- Field: Data & Analytics
- Career stage: Senior
- Written for: United Kingdom
- Design: Frost (https://cvaurum.com/templates/minimal)
- Open it: https://cvaurum.com/examples/quantitative-analyst

Every name, employer, address, phone number and figure below is invented.

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## Tobias Renshaw — Senior Quantitative Analyst

Quantitative analyst with nine years across market risk, systematic equity and systematic credit. Rebuilt a credit desk's transaction-cost model so that backtested and live returns now differ by 35 basis points a year rather than 180. CFA charterholder, and author of the research replication standard the quant team works to.

### Experience

**Senior Quantitative Analyst**, Ferngate Capital · May 2022 – present

Systematic credit desk. Research team of five, working alongside two portfolio managers and the execution desk.

- Researches and maintains three of the nine live signals on a systematic credit book, together carrying about 40% of the strategy's risk budget.
- Rebuilt the transaction-cost model from quoted spreads to realised fills, narrowing the gap between backtested and live returns from 180 to 35 basis points a year.
- Built the intraday liquidity screen that stopped the desk trading 140 bonds it could not exit within a day; turnover fell 9% and slippage 22%.
- Wrote the replication standard now used across the quant team: every backtest reproduces from one command against pinned data and a pinned environment.

**Quantitative Analyst**, Brightmoor Asset Management · February 2019 – April 2022

- Designed the multi-factor equity model behind a £780m fund, adding 1.4% annualised over the scorecard it replaced across four years of live trading.
- Cut the nightly risk run from six hours to 40 minutes by vectorising covariance estimation and caching factor exposures between portfolios.
- Found a look-ahead bias in the earnings-revision factor that had flattered five years of research, retiring two proposed strategies before launch.

**Quantitative Analyst, Market Risk**, Castlereagh Bank · July 2017 – January 2019

- Built the value-at-risk backtesting programme that cleared the 2018 internal model review with no findings raised.
- Automated daily stress testing across 12 portfolios, replacing a four-hour manual spreadsheet routine with a 15-minute scheduled run.

### Education

- MSc Statistical Science · University of Oxford · October 2016 – June 2017
- BSc Mathematics · University of Warwick · September 2013 – June 2016

### Skills

- **Quantitative methods**: Factor modelling, Time series, Portfolio optimisation, Transaction cost analysis, Bayesian shrinkage
- **Programming**: Python, C++, kdb+/q, SQL, pandas, NumPy
- **Markets**: Corporate credit, Equity factors, Market risk, Execution, Regulatory capital
- **Infrastructure**: Reproducible research, Backtesting frameworks, Git, Airflow, Containerised environments