Description
Quantitative AnalystInvestment banking: Quantitative Analyst, Financial Modelling, Monte Carlo methods, C++ or Java
Essential:
Monte Carlo Methods
C++ OR Java
Unit testing
Continuous integration
My top tier investment banking client is currently seeking a Quant Analyst to join their counter party risk quant function. The counter party risk quant function looks after Pricing, Real World Risk factor modelling, Statistical Testing, infrastructure and mitigation modelling. The team spans multiple asset classes, as such successful candidates will need to have a broad and varied knowledge. This position will involve all aspects of the model life cycle from inception to prototyping, development and production implementation. The team uses data-driven modelling, as such experience working with large datasets and prototyping in either python R or Matlab would be hugely beneficial.
If interested, please send your CV for a call back and an opportunity to discuss the role in more detail.
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