£900 - £1000 per day + via umbrella
6 month rolling
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.