Job Reference: 1561
Job Duration: 6 Months+
Start date: ASAP
Description:
Type: Contract
Location: LondonDaily Rate: Up to £750p/d
Duration: 6 months
iO Associates are working with a global consultancy who suppliesinto the world's largest companies.
This consultancy is looking for a Senior Quant Analyst with experience in Pricing/MarketRisk Models to join a large, multinational bank.
You will need to have exposure to pricing models across different asses classes.
Ideally experience in one or more of the following
-Derivatives Pricing Models
-Counterparty Credit Risk and CVA methodologies
-IMM
-PFE
You will also need either a Ph.D. in a STEM / Quantitative discipline OR a MSc in Financial Engineering + at least 2 years' experience.
Skills Required
- Knowledge of Quantitative Finance
- Knowledge of regulatory initiatives
- Exposure to Risk Concepts including: VaR, CVA, IMM, etc.
- Programming in C++/C#, Python, Java, R
- GPU/CUDA
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: Up to £750 per day
Salary Benefits:
Vacancy Type: Contract
Job Skills: phd, VaR, CVA, IMM, GPU, CUDA, C++, c#, java, python, R, Libor transition, calculus,
Contact Name: Katelin Lovell
Website: -
Direct Application URL: -