Quant Analyst - Counterparty Credit Risk - Investment Banking - London
Our client, a leading Investment Bank, requires an experienced Quant Analyst to join an established and high calibre Traded Credit Analytics team.
The successful candidate will focus on working across a range of analytics including collateral aggregation, strategic lag adjustment and Equity Simulation models. This will involve looking at formulating, documenting and testing new solutions and then implementing into the functional library.
Candidates must have:
- Strong and demonstrable track record working as a Quant Analyst within the Counterparty Credit Risk space
- Strong coding skills in either C++, Java, Python or Quic
- Strong numerical academic background with Masters or PhD in Maths, Statistics or Physics
- Good understanding of Counterparty Credit Risk