Quantitative Analyst

Posted 9 April by Oliver James associates Easy Apply

Our client, a leading investment bank, is searching for a Quantitative Analyst.

The role, Quantitative Analyst, includes some of these responsibilities:

  • Modelling projects within counterparty credit risk
  • Explaining and engaging with key stakeholders
  • Creating modelling frameworks for the long term
  • Executing all phases of the lifecycle for model development

You will have:

  • Product knowledge in at least one asset class
  • Ideally PhD level education (or a Masters degree from a Red Brick university)
  • Experience in counterparty credit risk modelling
  • Programming abilities in C++
  • Knowledge in designing algorithms
  • Strong mathematical skills and Monte Carlo methods
  • Experieince with KVA, CVA and FVA (valuation adjustments)
  • Experience designing frameworks

Reference: 34863647

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