Quant Analyst - Front office - London
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Location
London
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Sector:
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Job type:
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Salary:
£900 - £1000 per day + via umbrella
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Contact:
Robert Morley
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Contact email:
rmorley@vertuspartners.com
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Job ref:
QA/2802/RM_1677592234
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Published:
about 2 years ago
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Duration:
6 month rolling
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Expiry date:
2023-04-01
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Startdate:
1-4 weeks
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Consultant:
ConsultantDrop
Quant Analyst - Front Office - London
Are you a Quant Analyst looking for a new role working on Derivatives pricing models?
My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.
You will be developing and benchmarking derivative pricing models used for valuation & risk, across a range of asset classes. As well as providing qualitative analysis and stress testing of models needed for pricing and/or risk calculation.
The ideal candidate will have a strong understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations, and Monte Carlo simulation.
The successful candidate will have:
A proven track record in Quantitative Analysis in a Front Office or Model Validation team
Strong C++ or Python.
Experience building Derivative pricing models.
Experience Stress testing and Pricing/Risk Calculations
Note: This is a PAYE role paid via umbrella.

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