IC Resources are looking for an exceptional Quantitative Analyst to undertake project work for a leading financial institution based in Central London for an initial 6-month contract with scope to extend.
The ideal Quantitative Analyst will have:
- Development experience in C# and/or C++
- Understanding complex modelling
- Experience in FRTB / DRC (Default Risk Charge) ideally (or IRC = Incremental Risk Charge) or Market Risk otherwise (Credit asset class, correlations modelling, pricing, etc.)
- Exposure to model validation appreciated but not essential
- Good communication skills with a view to act as the liaison with IT on the more technical topics (integration of Analytics within the production environment)
You will be joining a team of Quantitative Analysts leveraging various specialities whilst working towards a common goal.
Applications have now opened and interviews will commence immediately. If you are interested in being considered, please submit an up to date CV via this advert.
Contact Name: Daniel Evans
Job ID: 2804933