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Quantitative Risk Analyst, Front Office/Risk Banking,London, £500-680 per day
My client, a leading bank, is currently looking for a Quantitative Risk Analyst with strong market risk, front office and finance background to join their Pricing Model Validation team. The role with be based in theirLondonoffice on a contract basis, paying a daily rate of up to £680 on a 6 month rolling basis.
You will meet the following requirements:
- 6+ years Front Office Quant experience
- Have strong mathematical, stochastic calculus skill set
- Qualifications in C++ coding skills + IT/Architecture design
- Must have proven experience with the best practices for interest rates and FX exotics modelling I,e Markov functional models, HJM/BGM, stochastic volatility Cheyette model and Stochastic Local volatility models
- Experience with CSA/OIS discounting and multi curve modelling
- A history of leading important validation and BAU validation projects
This is an outstanding opportunity to secure a long term contract position with a top bank, and be part of a growing team. If you match the above criteria please apply now.
Key Words: Quant, Quantitative, Analyst, Front, Office, Risk, Market, Pricing, Model, Validation, C++, CSA, OIS, Coding, Models, HJM, BGM, banking,
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