Description
Senior Quantitative Analyst £500-£950 per day Contract opportunity with a top derivatives exchange for a Senior Quant Analyst. The role of senior quant analyst will see you join a team responsible for the development of risk and pricing models that are used to assess counterparty exposures. You will also be tasked with working closely with various Risk and IT teams to ensure that new and existing models are continuously tested and improved. As a senior quant analyst you will will be required to conduct empirical studies on risk and modelling issues and present your findings to senior management and/or risk committees.Key Requirements: - Educated to at least Masters level in a Mathematical discipline (Mathematics, Finance, Economics, Physics etc)- Industry related qualification also beneficial (CQF, FRM etc)- Excellent knowledge of pricing complex derivatives- Expertise in either FX, Rates or Commodities (preference on Energy)- Possess a decent level or programming ability (C++, C#, R, VBA etc)- Excellent communication skills The role is an initial 3-6 month contract based in London. If the position of senior quant analyst is of interest, please apply or contact me directly. Quant, Quantitative, Analytics, Analyst, Derivatives, Pricing, Risk, Counterparty Risk, Exchange, OTC, Futures, FX, Rates, Commodities, Energy, Derivatives, Finance, VaR, Monte Carlo, Liquidity. Sthree UK is acting as an Employment Business in relation to this vacancy.