Quant Analyst - Pricing - London

My Investment Banking client is looking for a Quant Analyst to work on a long term pipeline of pricing and xva requirements.

The role will require candidates to have strong knowledge of Quant methodologies and pricing libraries to ensure frameworks are optimized and implemented in accordance with new regulatory demands.

Successful applicants must also be confident in C++, able to debug, implement and code new models and library changes

Candidates must have:

1. A proven track record in Quantitative analysis, including modelling or model validation
2. Strong knowledge of C++
3. Knowledge of pricing models and/or XVA
4. Experience in Front office quant teams, across either equities or derivatives

*note this role is a PAYE contract via umbrella