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Quantitative Risk Analyst

  • Location: London
  • Sector: Quantitative
  • Salary: £100000 - £120000 per annum
  • Job type: Permanent
  • Date posted: 14/01/2019
  • Job reference: SN31000
This vacancy has now expired.

I'm currently working with a well-renown financial services firm based in London, to recruit a Quantitative Analyst, joining their FX Model Validation team.

The role involves independently reviewing models for Exotic Foreign Exchange Derivatives. You will also develop benchmark models in C++, with the opportunity to work closely with front office quants and trading desks.

The firm is seeking candidates with experience in relevant areas such as model validation or front office roles, as well as knowledge of financial markets/products. Proficiency using C++ and experience in implementing complex models using Monte Carlo and/or partial differential equation techniques is also essential. The successful candidate would have attained a PhD or MSc in a quantitative discipline such Mathematics, Physics or Computing.

This is a great opportunity for candidates who have strong attention to detail, along with the ability to apply technical understanding to practical problems and willingness to collaborate and share knowledge across the team.

In return, you will receive a salary between £100k - £120k, dependent on skills/experience.

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