Counterparty Credit Quantitative Analyst (Assistant Vice President)
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 75K-97K (estimate) Executive-level Full Time
Tasks
- Assess risk reward of model and business developments
- Collaborate with quantitative analysis colleagues and trading desks
- Create and implement quantitative models for XVA and OCM
- Design numerical schemes for contract analysis
- Develop analytics libraries for pricing and risk management
- Ensure model and process governance compliance
- Implement pricing models using numerical techniques
- Run Monte Carlo simulations for valuation
- Solve valuation using partial differential equation solvers
- Support risk management tools and model improvements
Perks/Benefits
- Access to learning and development resources
- Employee assistance program
- Hybrid work model
- Paid parental leave
- Paid time off
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | Differential Equations | Machine Learning | Mathematical Finance | Monte Carlo | Numerical Methods | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | Risk Management | Software Design | Statistics
Education
N/A
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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