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. Experience within the OTC space is desirable but not essential.
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