EN
DEQuantitative Analyst- Risk/ Exotic Equity Pricing
England, South East, Greater London, London
| Posted: | 52d ago |
| Location: | England, South East, Greater London, London |
| Job Ref: | BH-42559-2 |
| Salary: | £900 - £1000 per day |
| Expiry date: | 4/27/2024 |
Quantitative Analyst - Exotic Equities, Risk
~£1,000 per day inside IR35 (negotiable)
6 Month Initial Contract
Hybrid Working - London Office
Join this American Bank as a Senior Quant working across market risk and exotic equity pricing.
You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.
Key requirements / skills include:
- Strong quant background at senior level
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products.
- SQL and Python skills
This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements.
If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.
~£1,000 per day inside IR35 (negotiable)
6 Month Initial Contract
Hybrid Working - London Office
Join this American Bank as a Senior Quant working across market risk and exotic equity pricing.
You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.
Key requirements / skills include:
- Strong quant background at senior level
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products.
- SQL and Python skills
This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements.
If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.
Apply now
Contact:
Position:
Associate Consultant
Sector:
Software Engineering & Development
Contact Email:
Telephone: