Quantitative Analyst - London

Recruiter
B C T Resourcing
Location
London (Greater)
Posted
12 Apr 2018
Closes
14 May 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Quantitative Analyst
London

Our client, a leading investment bank, is searching for a Quantitative Analyst.

The role, Quantitative Analyst, includes some of these responsibilities:

* Modelling projects within counterparty credit risk
* Explaining and engaging with key stakeholders
* Creating modelling frameworks for the long term
* Executing all phases of the lifecycle for model development

You will have:

* Product knowledge in at least one asset class
* Ideally PhD level education (or a Masters degree from a Red Brick university)
* Experience in counterparty credit risk modelling
* Programming abilities in C++
* Knowledge in designing algorithms
* Strong mathematical skills and Monte Carlo methods
* Experieince with KVA, CVA and FVA (valuation adjustments)
* Experience designing frameworks
This job was originally posted as www.totaljobs.com/job/80910802

Similar jobs

Similar jobs