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Quantitative Analyst - London

Company: Orgtel
Pay: £810.00 - 930.00 Daily
Job type: contract
Category: Accounting


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Job description



Quantitative Analyst

A Quantitative Analyst is urgently required to support the delivery of an FRTB project at a Tier 1 Bank to ensure regulatory compliance.

The successful Quantitative Analyst will join the Front Office Quantitative Research team and will be responsible for the development of an in-house quant library code based in C .

Key skills:

7 years C development skills with a Front Office or Market Risk focus

Strong knowledge of at leat one asset class ie Interest Rates, FX etc

Analytical and numerical skills - statistical techniques in computation of VAR

Postgraduate educated - Maths, Physics, Engineering, Statistics etc.

Experience delivering pricing analytics in an in-house FO application

If you have the relevant experience please apply with an updated copy of your CV ASAP.

KEYWORDS: QUANTITATIVE ANALYST, DEVELOPER, Front Office, MARKET RISK, VAR, PRICING, C , INTEREST RATES, FX, POSTGRADUATE, FINANCIAL SERVICES


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