Quantitative Analyst Derivatives Job in London. Apply for the latest London jobs in Accounting/Financial/Insurance.
Quantitative Analyst Derivatives Job in London
Job Description
The individual would provide quantitative support to Product Control (both Core and Valuations) in all areas of Fixed Income, work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Markets IMR) and the Front Office quantitative/trading teams.
Client Details
My client is a world leading bank with global outreach.
Description
Provide quantitative support on Fixed Income derivatives in the Fair Value Adjustments space
Work on addressing model findings and deficiencies, and will work closely with Risk divisions (such as Independent Model Review) and the Front Office quantitative/trading teams
Development/enhancement of methodologies and infrastructure within Fair Value Adjustments space for the Fixed Income work stream.
Contribution to the Analytics C++ Library
Participate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverablesProfile
Strong analytical and problem solving skills
C++ proficiency, familiarity with SQL and source control
Knowledge of financial products (preferably Rates) and their derivatives
Familiarity with Valuation Adjustments (XVA), Funding and Liquidity is an advantage
Familiarity with Python is an advantage
Excellent communication skills (both written and verbal)
Attention to detail and consideration of time-linesJob Offer
The role offers a competitive salary, bonus and benefits package
Job Type: Permanent, Full Time
Location: London
Category: Accounting/Financial/Insurance
City: London
County: London
Country: United Kingdom
Salary: £70000 – £75000/annum Bonus
Benefits: Bonus
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