A counterparty Quantitative Analyst is required for a leading investment bank, within the multi-asset front office risk team.
Counterparty Quantitative Analyst is required for a leading investment bank, within the multi-asset front office risk team.
- Work between traders and quant modelers to develop risk and trading tool.
- Quantitative models implementation, using C# or C++, in a source-controlled environment
- Worked on cross-margining capital.
- 5 years experience
- Risk modeling experience (Ideally Counterparty)
- Implemented margin models.
- Quant skills on margining and cross-margining
- Capture Capital, Counterparty risk capital
- Counterparty risk knowledge.
- Look at the initial capital margin.
- Quant skills on margining and cross-margining more particularly for PB (including counterparty capital).
- Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)
- Data manipulation and database experience (SQL preferred).
- Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts/IT and Managers
- Counterparty credit /Market risk
- Strong organization Skills / Ability to Multitask
- Proactive in the promotion of new ideas
- Risk exposure to capital & funding
- Margining and analytics
- Design, implement, maintain, execute on trading strategies
- Masters/ Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)
- Strong programming, analytical and data skills including; Develop strategic pricing tools across Prime Brokerage and Delta-One flow businesses
- Relevant mathematical knowledge e.g. statistics, asset pricing theory, optimisation algorithms.
Contract: £ Competitive
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If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob: email@example.com or call on +44 (0)203 603 4474 for more details