Job Title: Quantitative Analyst
Duration: initial 6 months
London: London/Remote
Inside IR35
Our client is seeking experience Analyst to provide quantitative support to Product Control (both Core and Valuations) in all areas of XVAs, work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Markets IMR) and the Front Office quantitative/trading teams.
As an Quantitative Analyst you will be working on maintaining, implementing and developing quantitative methodologies for fair value and prudent valuation, as well as delivering projects.
Education & Experience:
- University degree (Class 2:1 or equivalent)
- Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering)
Skills and Competencies:
- Strong analytical and problem solving skills
- Familiarity with Valuation Adjustments (XVA), Funding and Liquidity
- Knowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards, options)
- C++ proficiency, familiarity with SQL and source control
- Familiarity with Python is an advantage
- Excellent communication skills (both written and verbal)
- Attention to detail and consideration of timelines
- 2-3 years of relevant working experience
