Senior Quantitative Analyst
Salary:
65k - 100k GBP per annum
Location:
United Kingdom: London
Duration:
Permanent
Consultant:
Barry Whyte
JobRef:
1597490-1
Date Posted:
March 1, 2012
Our client a major global bank wish to hire a Counterparty Quantitative Analyst. The role sits in a team of 10 which covers model validation, market risk and ALM methodology. This team regularly promotes from within and offer a great opportunity to progress your career.
The role:
- Develop quantitative risk methodologies for measuring and monitoring credit risk.
- The team also cover market risk and ALM models.
- You will have previous experience of CVA’s.
- Experience of pricing illiquid assets will be looked on favourably.
- Asset classes covered include equities, equity derivatives, Fixed Income and Inflation.
The person:
- Proven track record of counterparty quantitative credit risk analysis.
- You will possess in depth knowledge of equity derivatives.
- Strong understanding of quantitative market and credit risk management techniques.
- Strong Excel/VBA and C++ skills.
- Msc, Phd or equivalent in a quantitative discipline.
The client:
Our client is a major international bank that has remained buoyant throughout the crisis. They offer great opportunities for career development and emphasise promotion from within.