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Quantitative Analyst

  • Location: London
  • Sector: Quantitative
  • Salary: £60000 - £70000 per annum + bonus
  • Job type: Permanent
  • Date posted: 02/03/2018
  • Job reference: Ma24574
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 leading client engagements in the development and/or validation of derivative pricing models. It will be a senior quantitative level role

The firm has grown exponentially in the London market and taken a large share of the quantitative advisory work within leading investment banks. Career progression is well structured and there are opportunities to move into more senior functions in the near future and lead engagements with large investment banks.

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 pin C++ or C#

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.

The role is offering a starting basic salary of £60,000 - £70,000 plus an excellent annual performance bonus.

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