Description
This top tier bank in Central London are looking to hire a Quantitative Analyst to join their risk function on a 6-month contractual basis.
You will join the quantitative modelling team whose remit includes all the IMM models in use in the bank including but not limited to EEPE, Stressed EEPE, regulatory CVA models in the counterparty risk space and more.
Responsibilities
- Designing and implementing counterparty credit risk backtesting methods.
- Contributing to the delivery of methodology projects
- Designing, developing and testing code changes required to implement risk methods in the risk systems.
Requirements
- Strong academic background with Masters in some quantitative discipline
- Exposure to backtesting best practices in a counterparty risk context
- Practical knowledge of derivatives, their drivers and pricing models
- Experience designing and implementing quantitative models using C++/ C#
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.