Quantitative Analyst

London  ‐ Onsite
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Keywords

C# C++ C Test Design

Description

A top tier bank is looking for a market risk quantitative analyst to join their quantitative modelling team.

Role:

Research, design and prototype risk models
Help design, develop, and test code changes required to implement the risk methods within their library
Making changes to existing models such as credit Var model

Ideal Candidate:

Strong knowledge of credit products
Previous experience designing and the implementation of quantitative models using C# or C++
Good understanding of regulatory frameworks such as FRTB
Previous experience within Market Risk/Counterparty risk
Obtains a Masters or a Ph.D.

If interested please give me a call or email me at (see below)

Start date
ASAP
Duration
6months rolling
From
Eames Consulting Group Ltd
Published at
21.08.2018
Project ID:
1618229
Contract type
Freelance
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