Quantitative Analyst

Recruiter
cer Financial
Location
London (Greater)
Posted
12 Jan 2018
Closes
12 Feb 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Quantitative Analyst
London
Permanent
£70,000 - £75,000

Quantitative Analyst

London
Permanent
£70,000 - £75,000

A growing investment bank based in London urgently require a Quantitative Analyst, to join their quant team on a permanent basis.

This role will involve handling all risk analytics and reporting to the Head of Market Risk Analytics on a daily basis.

Responsibilities of the Quantitative Analyst will include:

  • Handling quantitative support for all production issues (P&L, sensitivities, VaR/SVaR and stresses).
  • Quantitative and analytic review of risk and P&L methodologies.
  • Involved if necessary in non CVA quantitative issues and validation process.
  • Maintain and developing the internal pricing library.
  • Validation of Model developed by the Front Office Research.
  • Implementation of alternative pricing model and study of model risk.

Successful Quantitative Analyst will have:

  • Strong mathematical finance skills and C++ programming.
  • PhD in a quantitative subject would be beneficial.
  • Previous experience in dealing with exotic derivatives and CVA.
  • Strong knowledge of XVA and FVA.
  • Educated to a degree level.


This job was originally posted as www.cityjobs.com/job/959842871