Quantitative Analyst - Permanent

VACANCY OVERVIEW

Contract Type:
Permanent

Salary:
Negotiable

Recruiter Name:
James Baker

Reference:
12953

Quantitative Analyst 
London
Permanent 
£70,000 - £75,000

A growing investment bank based in London urgently require a Quantitative Analyst, to join their quant team on a permanent basis. 

This role will involve handling all risk analytics and reporting to the Head of Market Risk Analytics on a daily basis. 

Responsibilities of the Quantitative Analyst will include: 

  • Handling quantitative support for all production issues (P&L, sensitivities, VaR/SVaR and stresses).
  • Quantitative and analytic review of risk and P&L methodologies. 
  • Involved if necessary in non CVA quantitative issues and validation process.
  • Maintain and developing the internal pricing library. 
  • Validation of Model developed by the Front Office Research. 
  • Implementation of alternative pricing model and study of model risk. 

Successful Quantitative Analyst will have: 

  • Strong mathematical finance skills.
  • PhD in a quantitative subject would be beneficial. 
  • Previous experience in dealing with exotic derivatives and CVA. 
  • Strong knowledge of XVA and FVA. 
  • Educated to a degree level. 

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