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
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