Quantitative Trading & Research – Credit Portfolio – Associate or Vice President

LONDON, LONDON, United Kingdom

GBP 72K-87K (estimate) Mid-level Full Time

@ J...

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Found 1mo ago

Tasks

Build scalable high performance analytical tools
Collaborate with technology teams for production code
Design Monte Carlo simulation engine
Develop CVA and FVA analytics
Ensure testing verification and code quality
Implement numerical techniques for efficiency
Improve risk sensitivities computation
Partner with traders and risk managers for analytics

Perks/Benefits

Skills/Tech-stack

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Quantitative Trading & Research – Credit Portfolio – Associate or Vice President

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