Description
I currently have a contract opportunity for a senior quantitative risk analyst at a top clearing house. The role will see you join a team who are responsible for developing pricing and risk models to assess counterparty exposures to the clearing house.You will be required to enhance as well as develop new models across different asset classes including Commodities, FX, Interest Rates etc. You will face off to various stakeholders and must be able to provide theoretical explanation to both technical and non-technical groups.
Key Requirements:
- Strong problem solving, and analytical mind
- Educated to a post graduate level (preferably PhD although not a prerequisite) within a Quantitative discipline (Mathematics, Finance, Engineering etc)
- Solid grasp of stochastic processes
- In-depth knowledge of pricing complex derivatives
- Knowledge of best practise in regards to developing risk models.
The role is an initial 6 month contract paying up to £800 per day dependent on experience
To find out more about Real, please visit us on www.realstaffing.co.uk