Front Office Fixed Income Quant Front Office Fixed Income Quant …

Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 07 Jul 20
GBP90000 - GBP115000 per annum
Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 07 Jul 20
GBP90000 - GBP115000 per annum
Working for a leading risk consultancy on a front office quantitative project. The role will include developing new risk and pricing models, developing analytics tools, maintaining existing models and involved in regulatory initiatives and projects.

Risk Management Consultancy

Description

Understanding business requirements for risk models

Implementation of regulatory guidelines

Cleaning and transforming risk data

Determining appropriate modelling methodologies

Risk and pricing model construction and implementation

Integrating models into existing systems

Model documentation

Stress testing

Profile

Track record in financial services essential

Experience in a quantitative risk role essential

Advanced C++ and python programming skills

Strong exposure to various risk concepts - VaR, IMM, CVA

Knowledge and experience in pricing models for credit and securitization products.

Exposure to general derivatives pricing methods, counterparty risk (XVA) and market risk methods would be useful

Good knowledge of regulatory initiatives within market risk

Job Offer

Competitive salary and benefits package. VP equivalent salary.

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