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Quant Analyst - Contract

  • Location: London
  • Sector: Quantitative, Risk
  • Salary: £700 - £1000 per day
  • Job type: Permanent
  • Date posted: 12/02/2019
  • Job reference: MACRMRC100
This vacancy has now expired.

There is a great opportunity for a talented quantitative analyst to work with a leading global consulting firm to work in a global investment banking environment. The role will involve working on client engagements in the development and/or validation of derivative pricing models, market risk modelling, and credit risk modelling.

The firm has grown rapidly in the London market and taken a large share of the quantitative advisory work within leading investment banks. They work on a range of regulatory driven projects, and also cover work in Europe.

The role will involve:

  • Development and validation of front office pricing models across asset classes
  • Market Risk, Credit Risk, and Counterparty risk modelling
  • Regulatory driven projects
  • Understanding of relevant pricing methodologies
  • Ability to work in model validation when required
  • Industry experience with relevant programming i.e. SAS, R, Python, C++, C# etc

The role is a quantitative analytics function and will require a strongly mathematical/quantitative educational background, likely a PhD or Masters, along with at least 3 years of industry experience. Relevant programming languages such as C++, C#, Python, R etc are required also.

Daily rates are dependant on level and experience, as well as location and length of contract.

Typical rates aree between £700 - 950 per day.

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