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Quantitative Analyst

Premium Job From Experis IT
Recruiter: Experis IT
Listed on: 11th January
Location: London
Type: Contract

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Job Title: Quantitative Analyst
Duration: initial 6 months
London: London/Remote
Inside IR35

Our client is seeking experience Analyst to provide quantitative support to Product Control (both Core and Valuations) in all areas of XVAs, work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Markets IMR) and the Front Office quantitative/trading teams.As an Quantitative Analyst you will be working on maintaining, implementing and developing quantitative methodologies for fair value and prudent valuation, as well as delivering projects.Education & Experience:University degree (Class 2:1 or equivalent)Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering) Skills and Competencies:Strong analytical and problem solving skillsFamiliarity with Valuation Adjustments (XVA), Funding and LiquidityKnowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards, options)C++ proficiency, familiarity with SQL and source controlFamiliarity with Python is an advantageExcellent communication skills (both written and verbal)Attention to detail and consideration of timelines2-3 years of relevant working experience