Job Reference: 15665
Job Duration:
Start date: ASAP
Description:
Type: Permanent
Location: London
Salary: Up to £110,000
iO Associates are working with a global consultancy who are looking for a Lead Quant Analyst with experience in Pricing/Market Risk Models to join a large, multinational bank.
Ideally you will have experience in one or more of the following-Derivatives Pricing Models
-Counterparty Credit Risk and CVA methodologies
-IMM
-PFE
You will also need either aPh.D. in a STEM / Quantitative discipline OR a MSc in Financial Engineering + at least 2 years' experience.
Skills Required- Knowledge of regulatory initiatives
- Exposure to Risk Concepts including: VaR, CVA, IMM, etc.
- Programming in C++/C#, Python, Java, R - GPU/CUDA
- Knowledge of Quantitative Finance
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 close match.
I will be in touch ASAP with more information as the client is looking to bring people on as soon as next week.
Industry: IT
Salary: £90000 - £110000 per annum
Salary Benefits:
Vacancy Type: Permanent
Job Skills: phd, VaR, CVA, IMM, GPU, CUDA, C++, c#, java,python, R, Libor transition, calculus,
Contact Name: Katelin Lovell
Website: -
Direct Application URL: -