Quantitative Analytics Manager

Location
London, United Kingdom
Salary
Competitive
Posted
13 Feb 2021
Closes
12 Mar 2021
Ref
CB/172917
Sector
Consultancy
Job Type
Contract
Job Description
A well known bank are looking for a Quantitative Analytics Manager to join them on a 12 month Fixed Term Contract basis. Salary up to £100,000 plus benefits
The successful candidate will be responsible for delivering changes to existing market, structural and counterparty credit risk models as well as creating new ones which are required for a successful transition to new risk-free rates.
Skills required
• Demonstrable mathematical and statistical quantitative skills applied in modelling and data analysis
• Theoretical understanding of valuation and pricing models of financial products and derivatives across asset classes such as Fixed Income, Inflation, FX and Equity.
• Strong technical background and relevant experience in the finance industry
• Demonstrable programming skills across Python, R, C++ and/or VBA
• Degree level education in a quantitative field, postgraduate preferable.

Similar jobs

Similar jobs