Quantitative Analyst - Leading Global Bank

Gresham Search
London, United Kingdom
£70k - £90k
15 Nov 2022
15 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
This role is part of a global team of quantitative analysts based in four locations with the majority in two European hubs working across several models types used in global markets derivative trading.

Specific responsibilities of the role will include:

Mathematical review of models used for the computation of market risk, counterparty risk and product valuations including but not limited to VaR, SVaR, IRC, CRM, PFE, xVA and others. The successful candidate will implement benchmark models for the purpose of assessing methodology, will contribute to an independent Python library and assess the correct use of models. Results will be documented and communicated both internally and to regulators.

This is an opportunity to work in a strong, established quant team at a leading bank known in the industry for high standards in quantitative analytics. It is an ideal platform for growth as a quant.


The candidate must be excited by the opportunity to understand and solve complex quantitative problems.

Either an MSc or PhD in a quantitative subject

In-depth knowledge and understanding of capital markets, derivative pricing models, as well as market and counterparty risk modelling methods.

Competent programmer in any language however Python, R or C# would be preferred

Prior work experience that aligns with the responsibilities of this role would be ideal

To apply for the role, email CV to info@gresham-search.com