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DIM Quant Analyst

  • Location: City of London, London
  • Sector: Quantitative
  • Salary: £90000 - £130000 per annum
  • Job type: Permanent
  • Date posted: 02/12/2019
  • Job reference: 60007
This vacancy has now expired.

A unique opportunity has arisen with an exciting international bank within the City. They are looking for a DIM Quant Analyst to join their Counterparty Credit Risk Quant team.

Some of the responsibilities within the role will include, but are not limited to:

  • Design and implement a model that addresses business requirements.
  • Design and implement a model validation framework that assess model adequacy.
  • Understand regulatory requirements pertaining to initial margin to ensure that the business is forewarned of changes in the regulation.
  • Understand mathematical concepts behind Counterparty Credit Risk (CCR) and Collateral models already implemented.

The successful candidate must have extensive experience in CCR/XVA quantative analysis, and must have advanced knowledge of Java, Python, and VBA.

The starting salary for this position will range £80,000 to £130,000 dependent upon experience, plus bonus, and benefits. These include a great work life balance and a chance to work with front office, in order to shape their business strategy. Due to the ambitious nature of the bank and the growth potential there are excellent career progression opportunities form this position.

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