Quant Analyst - Valuations - Risk - Structured Notes - London

London  ‐ Onsite
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Description

Quant Analyst - Valuations - Risk - Structured Notes - London

My client a Tier One Investment bank based in London, is looking for an experienced Quant Analyst to join a fast paced Front Office environment to work closely with traders on a large risk programme within the Valuations and Structured Notes. It is preferred that candidates have experience within Interest Rates and Credit Markets.

The client is in the midst of a large period of growth within this area and the successful candidate will become a key part of departmental change. It is essential that Candidates come from have a solid Qaunat Analyst career within Valuations and Structured Notes Risk. It is essential that candidates come from a Solid Investment Banking background.

Skills:

  • Quant Analyst
  • Solid Investment Banking background is essential
  • Excellent knowledge of Structured pricing Products
  • Ability to concentrate on the detail of complex requirements
  • Experience of illustrating prototypes and allows users to visualise solutions
  • Techniques to work with the business to extract their requirements
  • Datamodelling
  • Ability to break-down complexity and learn quickly
  • Strong communication and interpersonal skills to work with different characters in different locations
  • Ability to handle tight deadlines and related pressure
  • Desire to succeed and overcome problems independently.
  • Accountability, responsibility and personal integrity
  • Ex Traders are preferred

Ikas International Ltd is acting as an Employment Business in relation to this vacancy.
Start date
n.a
From
iKas International
Published at
01.03.2013
Project ID:
497531
Contract type
Freelance
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