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Quant Analyst,Front Office/Risk,London,£500-680pd

This job is no longer available

Recruiter
Orgtel
Posted
20 May 2013
Closes
17 June 2013
Ref
OT-12465649
Contact
Harrison Bowden
Function
Contract Type
Hours
Salary
£500 - £680 per day

Further information

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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Orgtel

Established in 2001, Orgtel is a specialist provider of recruitment solutions to the Investment Banking, Financial Markets, Finance and IT sectors.