Quantitative Trading & Research - Portfolio - Associate or Vice President
LONDON, LONDON, United Kingdom
GBP 65K-88K (estimate) Mid-level Full Time
Tasks
- Design pricing models for XVA
- Develop margin and counterparty credit risk analytics
- Document controls and monitor model performance
- Drive model governance and continuous improvement
- Implement test and deploy quantitative models
- Provide production support incident triage and root cause analysis
- Translate trading and risk requirements into quantitative solutions
Perks/Benefits
- N/A
Skills/Tech-stack
C++ | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data pipeline | Data pipeline processing | Derivatives pricing | Machine Learning | Margin | Model Validation | Pipeline processing | Probability and statistics | Python | XVA
Education
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