Description
Quantitative Analyst
A Quantitative Analyst is urgently required to support the delivery of an FRTB project at a Tier 1 Bank to ensure regulatory compliance.
The successful Quantitative Analyst will join the Front Office Quantitative Research team and will be responsible for the development of an in-house quant library code based in C++.
Key skills:
7 years C++ development skills with a Front Office or Market Risk focus
Strong knowledge of at leat one asset class ie Interest Rates, FX etc
Analytical and numerical skills - statistical techniques in computation of VAR
Postgraduate educated - Maths, Physics, Engineering, Statistics etc.
Experience delivering pricing analytics in an in-house FO application
If you have the relevant experience please apply with an updated copy of your CV ASAP.
KEYWORDS: QUANTITATIVE ANALYST, DEVELOPER, Front Office, MARKET RISK, VAR, PRICING, C++, INTEREST RATES, FX, POSTGRADUATE, FINANCIAL SERVICES