Description
Senior Quantitative Risk Management Analyst - Contract
A leading London clearing house is seeking senior quantitative risk analysts for a six month initial contract. The company is looking for someone with strong analytical and quantitative skills, particularly knowledge of pricing derivatives. The company is a leader in commodity trading.
Requirements
- MSc/PhD or MBA in finance, economics or a similar field
- Excellent knowledge of pricing derivatives
- Able to demonstrate best practice in developing risk models including Historical & Monte Carlo VaR, and multi-factor and liquidity risk models
- Some programming experience with C++/C#/R/VBA or SQL is desirable
To Apply
To apply for this role, send your CV or for more information, call Henry Watson