Quant Analyst - Front Office - London
- Employer
- Vertus Partners
- Location
- London, United Kingdom
- Salary
- £900 - £1k
- Closing date
- Jul 28, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Quant Analyst - Front Office - London
Are you a Quant Analyst looking for a new role working on Derivatives pricing models?
My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.
You will be developing and benchmarking derivative pricing models used for valuation & risk, across a range of asset classes, as well as providing qualitative analysis and stress testing of models needed for pricing and/or risk calculation.
The ideal candidate will have a strong understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations, and Monte Carlo simulation.
The successful candidate will have:
Note: This is a PAYE role paid via umbrella.
Are you a Quant Analyst looking for a new role working on Derivatives pricing models?
My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.
You will be developing and benchmarking derivative pricing models used for valuation & risk, across a range of asset classes, as well as providing qualitative analysis and stress testing of models needed for pricing and/or risk calculation.
The ideal candidate will have a strong understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations, and Monte Carlo simulation.
The successful candidate will have:
- A proven track record in Quantitative Analysis in a Front Office or Model Validation team
- Strong C++ or Python.
- Experience building Derivative pricing models.
- Experience Stress testing and Pricing/Risk Calculations
Note: This is a PAYE role paid via umbrella.
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