Quantitative Analyst - Counterparty Risk Quantitative Analyst - Counterparty Risk …

RiskTech Financial Services
in London, England, United Kingdom
Contract, Full time
Be the first to apply
£ Competitive
RiskTech Financial Services
in London, England, United Kingdom
Contract, Full time
Be the first to apply
£ Competitive
RiskTech Financial Services
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.

  Background/ Experience:

  • 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.

Location: London

Contract: £ Competitive  

REFER A FRIEND

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: info@srinvestmentpartners.com or call on +44 (0)203 603 4474  for more details

 

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