Markets Quantitative Analyst (Assistant Vice President)
Location(s): London, England, United Kingdom
GBP 80K-90K (estimate) Executive-level Full Time
Tasks
- Apply statistical and probability methods for risk evaluation
- Collaborate with quantitative analysis colleagues and desks
- Create implement and support XVA and OCM quantitative models
- Develop analytics libraries for CVA and DVA
- Develop pricing models using numerical techniques
- Ensure governance and supervision for modeling and risk management
- Perform Monte Carlo valuation
- Solve partial differential equations for valuation
Perks/Benefits
- Employee assistance program
- Holiday allowance
- Hybrid work
- Learning and development resources
- Paid parental leave
- Pension plan
- Private medical insurance
- Special employee discounts
Skills/Tech-stack
C++ | Differential Equations | Machine Learning | Market Data | Mathematical Finance | Monte Carlo | Numerical Methods | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | Risk Management | Risk Modeling | Software Design | Statistics
Education
N/A
Roles
Analyst | Modeler | Quantitative Analyst | Quantitative Modeler
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