Quantitative Analyst - Credit Derivatives

London  ‐ Onsite
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Description

Quantitative Analyst - Credit Derivatives

Quantitative Analyst required. We are working with a Financial Institution based in London who are looking to bring in two Quantitative Analysts in on a contract.

This is in their clearing division and runs on a 6 month rolling basis paying £500 - £600 per day.

Responsibilities:

  • Contributing to model design
  • Input into the C# implementation
  • Writing documentation
  • Support migrating C# prototype into environment

Requirements:

  • Experience as a Quantitative Analyst
  • Experience with Monte-Carlo OR VAR
  • Experience with LaTeX
  • Basic C# skills
  • Knowledge of clearing & credit derivatives is desired.

This is a great opportunity for a Quantitative Analyst to work for a leading Financial Institution based in London. If it may be of interest, please apply within.

Quantitative Analyst - Credit Derivatives

Kite Consulting Group - Recruiting A-Players. Winners of Best Banking/Financial Services Recruitment Agency 2016.

We believe in maximising recruitment ROI by ensuring that our clients hire an A-Player every time and our candidates have access to the best jobs in the Financial Markets. We work exclusively with CCPs, Exchanges, Broker-Dealers and Post Trade service providers across London and Europe.

We specialise in recruiting top performers across IT & Technology, Change Management, Risk & Compliance and Operations - contract, permanent and executive search.

Start date
n.a
From
Kite Consulting Group Limited
Published at
17.11.2016
Project ID:
1239980
Contract type
Freelance
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