Quantitative Analyst/ Software Developer

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QUANTITATIVE ANALYST/ SOFTWARE DEVELOPERQUANTITATIVE ANALYST/ SOFTWARE DEVELOPER/ C++/PHYTON C+/SQL/ VBA/ FX/ CREDIT/ EQUITY/ QUANT SPACE/ PRICING MODELS/ CURVE CONSTRUCTION/ FINANCIAL SERVICES

£500-550 Per Day-PAYE

London

6 Months Contract- Extensions LikelyA Quantitative Analyst/ Software Developer is required by our Financial Services client based in London. This role is designed to improve and streamline existing processes in order to meet the Valuation in Resolution (ViR) requirements. Product Control Analytics aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations. Key Responsibilities:

-Establish close links within Product Control, Market Risk and the Business and Independent Model Review.-Assist in addressing regulatory driven initiatives and change.-Close working contact with senior managers (from the Business, Product Control and Market Risk).-Maintenance of excellent relationships with internal clients and external auditors / regulators. Key Experience:Strong knowledge & practical experience with C++ are requiredPython,C# ,SQL and VBA are advantagesMinimum 2 years of working experience is preferredExperience of working within a quant space is ideal (pricing models, curve construction, etc)Knowledge of financial products:FX, Credit, EquityStrong analytical and problem solving skills In the first instance please submit your CV