Accessability Links

Quantitative Analyst

  • Location: London
  • Sector: Risk
  • Salary: £100000 - £125000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 31/10/2017
  • Job reference: MA365

There is an opportunity for a senior quantitative analyst to work in a leading investment bank in London in a VP or Director level model validation function working with Interest Rate models.

The team validate the bank's Interest Rate models plus some FX, Inflation, and Hybrid models aswell. All of the models are part of the C++ Pricing library and the team are all strong mathematicians, and programmers. Hundreds of models are released to the team each year to be improved, validated, and re-implemented into the front office library.

The role is a senior level position and there are multiple junior quants in the team based both locally and abroad. The function will sit alongside front office, market risk management, and valuations. As such, it will suit someone personable, and with strong stakeholder management, and leadership skills.

Compensation wise, they are somewhat flexible for the right person, and are looking at the bracket around £110,000 - £125,000 basic, plus an excellent bonus and benefits component.

Who we work with

Other Clients