City of London, London
£600 - £800 per day
about 1 month ago
My consultancy client is looking to bring in two quant analyst asap. To be successful you will need the following experience:
* Role requires Modelling SME with a minimum of 10 years' experience in model development or validation
* Quantitative Analytics specialist knowledge of:
o CVA, DVA, FVA
o Pricing Models
o IMM models.
* Market risk experience in VaR and related models
* Internal Audit of Models experience would be beneficial
* Post-graduate academic studies in a Quantitative area.
To stay safe in your job search we recommend that you visit SAFERjobs, a non-profit, joint industry and law enforcement organisation working to combat job scams. Visit the SAFERjobs website for information on common scams and to get free, expert advice for a safer job search.