Job Reference: 237412
Job Duration: 6 Months+
Start date: ASAP
Description:
Type: Permanent
Location: London
Day Rate: DOE
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.
SkillsRequired
- 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 feelyou match this description well, please get in touch on k.lovell @ ioassociates . co . uk.
You don't need to have EVERY skilllisted 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: XVA, FRTB, calculus, numerical, valuation, pricing models, VaR, CVA, IMM, C++
Contact Name: Katelin Lovell
Website: -
Direct Application URL: -