Accessability Links

Market Risk Model Dev Quant

  • Location: London
  • Sector: Quantitative
  • Salary: £70000 - £120000 per annum
  • Job type: Permanent
  • Date posted: 02/12/2019
  • Job reference: 60008

A unique opportunity has arisen with an exciting international bank within the City. They are looking for a Market Risk Modelling Quant to join their Quant Development team.

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

  • The role will require working closely with the quant development team of a large global bank.
  • Testing new/existing models, enhancing/improving, maintaining existing pricing infrastructure to support the bank's business activities and regulatory mandates.
  • Maintenance and enhancement of pricing infrastructure.
  • Day to day activity involve enabling pricing of trades in new infrastructure, this involves testing, debugging, analysis and providing code fix.

The successful candidate must have extensive experience in system analysis, design, development and implementation of pricing application, and must have advanced knowledge of C++, Python, and VBA.

The starting salary for this position will range £70,000 to £120,000 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.

Who we work with

Other Clients