Description
Quantitative Analyst - Initial Margin - Wealth Management.
A leading wealth management firm are building new quantitative models and libraries for initial margin under BCBS IOSCO for uncleared derivatives products and have a fantastic opportunity for a Quantitative Analyst to play a role in building these quantitative models.
As a Quantitative Analyst you will be responsible for developing core analytical capabilities and model libraries using advanced statistical, quantitative and/or econometric techniques, collaborating with product development teams to research, model, validation and implemented structured quantitative solutions for new or expanding markets.
You should apply for this role if you are/have:
- 5+ years quantitative analysis experience within leading capital markets firms
- Proven experience designing, building and validating quantitative analytics libraries
- Strong knowledge of OTC derivatives is highly preferably for this role
- Knowledge of BCBS IOSCO and initial margin are highly advantageous
- Excellent hands-on technical skills in multiple mathematical/statistical languages
- MSc minimum, preferably PhD, in a numeric/quantitative subject
This is a £600-£850/day contract role initial for six months based London.