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Quant Analyst - Contract

  • Location: London
  • Sector: Risk
  • Salary: £600 - £800 per day
  • Job type: Permanent
  • Date posted: 15/11/2017
  • Job reference: MA28333
This vacancy has now expired.

There are a number of contracting opportunities for quantitative analysts to work within a leading investment bank in London.

These are relatively long term projects, and will involve being on site with the bank contributing in hands - on quant functions primarily within the risk analytics department.

The open roles include:

  • Market Risk Quant: VaR, IRC modelling, using Python, Matlab
  • Counterparty Credit Risk Modelling: IMM work, using C++, Java, Quic
  • Credit Risk Modelling: IRB Modelling - PD LGD EAD models, using SAS and Matlab
  • Model Validation: Various asset classes

We would be looking for at least 4 years' of relevant industry experience in the given field and are currently looking at daily rates in the £600 - £800 range. It looks as though everything will begin January and carry on for at least the calendar year, with an opportunity to extend.

If your expertise sits slightly outside of these requirements, or if your daily rate expectations are different, we are still happy to discuss other roles and opportunities currently open. Don't hesitate to engage for a confidential, non-obligatory discussion.

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