Quant Analyst - Investment Banking

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An Award Winning Investment Bank in the City of London are looking for a Quant Analyst . The role is paying up to £75000 Basic + Bonus + Excellent Benefits.

Key Responsibility

Responsible for the validations for the Credit and XVA (CVA, DVA, FVA…). Implementation of alternative pricing model, study of model risk. Participate in the design, specification and implementation of the reserves / provisioning methodologies for the model risk. Involved in all products / new activities within Credit and Scarce Resources Desk (pricing, risk measurement…). Quantitative support: Provide support to the risk management for all quantitative issues on P&L, sensitivities & VAR, Stress… Others product lines (FX, equity…): Involved if necessary in non-(Credit or XVA) quantitative issues and validation processExperience Required:

* Experience in dealing with exotic derivatives.

* Deep knowledge of Credit derivatives pricing models

* Good knowledge of Credit, CVA, DVA, and FVA pricing method

* Analytical, innovating, planning, team working and independence.

* Strong skills in mathematical finance. Strong skills C++ programming and ability to programme in a common library project.

* Python VBA programmingIf you feel that you would be a great fit and would like to know more please apply in the link belowStay Safe