Counterparty Credit Quantitative Analyst (Assistant Vice President)
Location(s): London, England, United Kingdom
GBP 75K-97K (estimate) Executive-level Full Time
Tasks
- Apply statistical and probability methods for risk
- Assess risk reward for business decisions
- Build quantitative models for XVA and OCM
- Collaborate with quantitative analysis colleagues and desks
- Develop analytics libraries for CVA and DVA
- Develop numerical schemes for complex contracts
- Follow code of conduct and supervision policies
- Implement numerical pricing models
- Solve partial differential equations for valuation
- Support pricing and risk management
- Use Monte Carlo methods for valuation
Perks/Benefits
- Employee assistance program
- Hybrid work
- Paid Holidays
- Paid parental leave
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | Differential Equations | Machine Learning | Market Data | Mathematical Finance | Monte Carlo | Numerical analysis | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | Software Engineering | Statistics
Education
N/A
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
Related jobs
-
Independent Quantitative Analyst GBP 50K-60KBacktesting | Data Mapping | Data Normalization | Data cleaning | Factor modelsConfidential work environment | High Touch Client SupportMid-level Full TimeLondon, England, United Kingdom15h ago
-
Global Markets - FX Quantitative Analyst GBP 72K-108KC# | C++ | Derivative pricing | Financial markets | PythonCareer comeback program | Flexible working optionsEntry-level Full TimeLondon, Opfikon, Switzerland - Zürich, United …17h ago
-
Lead Data Analyst - Pricing GBP 75K-115KApache Superset | DBT | Data Modeling | Data Visualization | LightdashSenior-level Full TimeLondon, United Kingdom21h ago
-
Lead Data Analyst GBP 28K-28KBI infrastructure | Business Intelligence | Dashboarding | Data Analysis | Data QualityCompany pension | Cycle to work scheme | Dental coverage | Dog-friendly office | Employee assistance programmeSenior-level Full TimeLondon, England, United Kingdom1d ago
-
Quantitative Structuring Analyst - 12 Month FTC GBP 58K-71KForward price curves | Market Analysis | Price Curves | Pricing models | PythonMid-level Contract TemporaryLondon, United Kingdom1d ago
-
Quantitative Researcher Equities GBP 76K-94KBacktesting | Data cleaning | Data handling | Distributed Computing | Feature EngineeringEntry-level Full TimeLondon, Singapore1d ago
-
Quantitative Researcher - Commodities GBP 75K-100KArtificial Intelligence | Data Pipelines | Data Preprocessing | Data cleaning | Feature EngineeringSenior-level Full TimeLondon1d ago
-
Quantitative Analyst, Vice President GBP 86K-105KC++ | Derivatives pricing | Differential Equations | Jump Diffusion | Local VolatilityEmployee assistance programme | Flexible working hours | Holiday allowance | Hybrid work model | Learning and development resourcesExecutive-level Full TimeLocation(s): London, England, United Kingdom1d ago
-
.NET | C# | C++ | Differential Equations | JavaScriptEmployee assistance program | Hybrid work | Learning & development resources | Paid leave | Paid parental leaveExecutive-level Full TimeLocation(s): London, England, United Kingdom1d ago
-
Data Analyst GBP 33K-33KA/B | A/B Testing | B testing | Confluence | ContentsquareAnnual leave | Flexible benefits | Income protection | Life assurance | Pension planSenior-level Full TimeDeansgate, Manchester, United Kingdom1d ago
-
Lead Data Analyst - Total Service (Operations) GBP 75K-115KA/B | A/B Testing | ARIMA | B testing | Capacity PlanningSenior-level Full TimeLondon, United Kingdom1d ago
-
Lead Data Analyst - FinCrime Operations GBP 75K-115KCapacity Planning | Causal Inference | Data Analysis | Data Modeling | Data pipelineSenior-level Full TimeLondon, United Kingdom1d ago
-
Senior Data Analyst - Payment Operations GBP 75K-115KAI | Attribution Modeling | Data Pipelines | Data Visualization | Data analyticsSenior-level Full TimeLondon, United Kingdom1d ago
-
Analyst, CRO Insights and Analytics GBP 34K-44KAutomation | Data Manipulation | Data Modeling | Data Visualization | ExcelFamily leave | Flexible working options | Healthcare plan | Life assurance | Paid time offEntry-level Full TimeLondon, England, United Kingdom2d ago
-
BI Data Analyst GBP 33K-48KData Analysis | Data Storytelling | Hex | KPI Monitoring | LLMAnnual learning budget | Cycle to work scheme | Discounted dental | Discounted gym membership | Enhanced parental leaveMid-level Full TimeLondon2d ago
-
Graduate BI Analyst GBP 31K-35KAutomation | Dashboard Development | Data Analysis | Data Modeling | Data QualityInternal promotion opportunities | Ongoing learning and developmentEntry-level Full TimeSlough, GBR, SL14DX2d ago
-
Data Analytics Engineer GBP 35K-39KAPI Integration | DBT | Data Governance | Data Ingestion | Data ModelingAnnual bonus | Annual leave | Cycle to work scheme | Employee assistance programs | Income protectionMid-level Full TimeBath, England, GB2d ago
-
Senior Quant AI Developer GBP 76K-108KAgentic design | Artificial Intelligence | Azure | Cloud Computing | Data PipelinesCareer growth opportunities | Flexible working options | Inclusive culture | Supportive teamSenior-level Full TimeLondon, United Kingdom2d ago
-
Mid-level Full TimeLondon Upper Thames St, United Kingdom2d ago
-
Product Engineering Data Analyst GBP 46K-46KCorrelation | DOE | Dashboarding | Data Quality | Data ValidationMid-level Full TimeUnited Kingdom - Towcester Northamptonshire2d ago
-
Data Investigations Manager (Data & Analytics) GBP 50K-60KData Analysis | Data Improvement | Data Mining | Data investigation | Incident ManagementBirthday day off | Buy and sell holiday | Contributory pension | Cycle to work | Dining discountsMid-level Full TimeGBR - London, United Kingdom2d ago
-
Quantitative Analyst Equities and Hybrid GBP 90K-106KBloomberg | C++ | Derivatives pricing | Equity Derivatives | Market DataMid-level Full TimeCanary Wharf, 1 Churchill Place, United … R2d ago
-
Senior Analyst / Data Scientist GBP 70K-90KDBT | Data Analysis | Data Governance | Data Quality | Databricks30 days annual leave | Annual performance bonus | Company pension scheme | Discounts | Flexible workingSenior-level Full TimeRemote, United Kingdom R3d ago
-
Analytics Consultant GBP 76K-90KAmazon QuickSight | Analytic Functions | Common table expressions | Data Analysis | Data ModelingCareer development programme | Educational assistance | Employee assistance programme | Enhanced maternity/paternity leave | Flexible remote workSenior-level Full TimeLondon, Birmingham, Manchester, Newcastle upon Tyne, …3d ago
-
Data Analyst - Content GBP 50K-60KBI Dashboards | BigQuery | DBT | Data Modeling | Data QualityCycle to work scheme | Enhanced parental leave | Equity options | Flexible working arrangements | Group life assuranceMid-level Full TimeLondon3d ago