Quantitative Analyst
London, GB
9d ago

Quantitative Analyst - Market Risk

I am looking for a Senior Quantitative Analyst within the Market Risk area for one of our Tier1 Investment Banking clients based in the heart of London.

This is a fantastic opportunity for you to join a very reputable organization, as well as having the opportunity to leave your footprint on future business models used on a global scale.

To be successful in this role you will need a wealth of experience with CVA, FRTB, IRFX, Credit, REPO, Equities or Commodities.

As well as the technologies; C++, C# or Python

This role will suit a solid all-rounder, with a breadth of Quantitative experience across different product groups especially Market Risk and Front Office.

This is a Contract opportunity offering up to £1000 a day and also offering longevity in the programme of work.

Summary of requirements

  • Front to back knowledge of FRTB, CVA, Risk Modelling
  • Deep understanding of CVA, FRTB, IRFX, Credit, REPO, Equities or Commodities (Risk of FO)
  • Monte-Carlo
  • Stochastic Models / Asset Simulation
  • Proven experience of designing and implementation of quantitative models using C# or C++
  • Exposure to Credit Pricing Functions and Risk simulation methods
  • If you would like to find out more about this challenging but exciting project, then please don't hesitate to apply!

    To find out more about Huxley, please visit www.huxley.com

    Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy Registered office 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom Partnership Number OC387148 England and Wales

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