Counterparty Credit Quantitative Analyst (Vice President)
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 85K-98K (estimate) Executive-level Full Time
Tasks
- Assess risk reward of model and model risk management developments
- Collaborate with quantitative analysis colleagues and trading desks
- Create implement and support quantitative models for XVA and OCM
- Develop analytics libraries for pricing and risk management
- Develop pricing models using numerical valuation techniques
- Drive compliance with laws rules and regulations and escalate control issues transparently
- Ensure compliance with code of conduct and supervision policies
- Run Monte Carlo methods for valuation
- Solve valuation problems using partial differential equation solvers
- Use mathematical and computer science methods for risk modeling
Perks/Benefits
- Employee assistance program
- Generous paid time off
- Hybrid work model
- Learning and development resources
- Paid parental leave
- Pension plan
- Private medical insurance
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 theory | Python | Software Design | Statistical Analysis
Education
N/A
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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