Description
A Top Tier Investment Bank are recruiting for a Quantitative Analyst to join their Counterparty Credit Risk Backtesting modelling team on a long term contracting basis.
The Quantitative Analyst will need the following experience;
- Working experience within Counterparty Credit Risk including; model, risk mitigation, exposure modelling etc.
- Masters degree within quantitative discipline
- Broad financial product knowledge especially in Financing/Repo Trades
- Experience in data analysis, with strong research and analytical skills
- Strong programming skills in Python
- Good knowledge in derivative pricing
- The above experience gained within investment banking/financial sector
Please do get in touch with your latest CV so we can discuss in more detail.
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy