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Quant Analyst - Director

  • Location: London
  • Sector: Quantitative
  • Salary: £90000 - £120000 per annum + Bonus
  • Job type: Permanent
  • Date posted: 08/11/2018
  • Job reference: SN30904

I have an exciting opportunity with a large multinational bank for a Quantitative Analyst (Director) to be part of a brand new Liquidity Modelling team.

You'll be responsible for overseeing the development and implementation of new FM Risk Models, and you'll have the opportunity to have hands-on management of all stakeholder interaction as well as heading up a new and emerging team.

The successful candidate will be from a similar quantitative background with knowledge of financial mathematics for derivative pricing (Monte Carlo, PDEs). In-depth knowledge and experience in any of the following areas: SIMM, VaR, FRTB-SBA is also required.

Remuneration ranges from £90,000 - £120,000 + bonus

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