Quantitative Analyst

Location:
London
Job Type:
Contract
Industry:
Digital Workspace
Job reference:
BBBH156848_1655306947
Posted:
20 days ago

Quantitative Analyst

6 Months

Remote- London

Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.
 Knowledge of main instruments used in FICC business.
 Knowledge of xVA, VaR, ES and other risk measures.
 Strong C++ skills (C++11 or beyond appreciated).
 Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
 Good knowledge of Excel.
 Knowledge of Windows (or Linux), understanding of and experience with version control systems (such as Git) and distributed software development process.
 Knowledge of distributed computing and serialisation techniques preferred.
 Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.

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