Quantitative Analyst

This job has now expired please search on the home page to find live IT Jobs.

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