Job Reference: 543643
Job Duration:
Start date: ASAP
Description:
Type: Permanent
Location: London
Salary: Up to£110,000
iO Associates are working with a global consultancy who supplies into the world's largest companies.
This consultancy is looking for a Lead Quant Analyst with credit experience.
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
- Exposure to Valuation/Pricing Models for credit products.
- Libor transition/FRTB knowledge- Exposure to Risk Concepts including: VaR, CVA, IMM, etc.
- Programming in C++
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 applyif you are a close match.
I will be in touch ASAP with more information as the client is looking to bring people on ASAP
Industry: IT
Salary: £85000 - £110000 per annum
Salary Benefits:
Vacancy Type: Permanent
Job Skills: XVA, FRTB, calculus, numerical, valuation, pricing models, VaR, CVA, IMM, C++
Contact Name: Katelin Lovell
Website: -
Direct Application URL: -