Job Reference: 452345
Job Duration: 6 Months+
Start date: ASAP
Description:
Type: Contract
Location: London
Salary: Negotiable DOE
iO Associates are working with a global consultancy who supplies into the world's largest companies.
This consultancy is looking for a Lead DIM Quantitative Analyst with 8 years'+ experience in Counterparty Credit Risk / Pricing Quantitative Analytics
You will also need a Masters degree in a STEM subject.Skills Required
- 8+ years experience in CCR/XVA/Pricing Quant Analytics Team
- Monte Carlo Scenario Generation Models- DIM implementation for IMM
- Python or Java (or both!)
- Stochastic Calculus applied to Quantitative Finance
- ISDA SIMM
- Demonstrable familiarity with MVA, CVA, EPE, PFE, VaR
If you feel you match this description well, please get in touch on k.lovell @ ioassociates . co . uk.
You don't need to have EVERY skill listed so please apply if you are a closematch.
I will be in touch ASAP with more information as the client is looking to bring people on ASAP
Industry: IT
Salary: Up to £650 per day
Salary Benefits:
Vacancy Type: Contract
Job Skills: EMIR, CRR, Basel, IOSCO, CCR, XVA, DIM, IMM, MVA, Java, Python, ISDA, SIMM, CCP, EPE, PFE, VaR, Masters, Calculus,
Contact Name: Katelin Lovell
Website: -
Direct Application URL: -