Quantitative Analyst
- Recruiter
- Gresham Hunt
- Location
- London, United Kingdom
- Salary
- 95000
- Posted
- 08 May 2022
- Closes
- 07 Jun 2022
- Ref
- 14181012
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Responsibilities:
Requirements:
This is an exciting opportunity to join a high performing team. For further information, please apply with a copy of your CV.
- Develop models to support VAR/IRC in line with FRTB and IMA requirements.
- Specify and test system changes to implement improvements.
- Improve and propose controls to increase model robustness.
- Support colleagues in Model Validation with ad hoc projects.
Requirements:
- Prior experience developing or validating traded risk models.
- MSc/PhD degree in a numerical discipline.
- Knowledge of stochastic calculus, monte carlo simulation and partial differential equations.
- Strong understanding of derivatives pricing.
- Experience using Python.
This is an exciting opportunity to join a high performing team. For further information, please apply with a copy of your CV.