Contract – Forefront of Quantitative Risk Analytics – Exposure Analytics recruitment

Ideally you will be proficient in C++, and/or in VBA or RAD. Your experience should already be in derivatives pricing or risk (market or counterparty credit). You must also have a proven understanding of statistics.

An ability to work independently, be up and running quickly and work to tight deadlines while maintaining a high quality in the deliverables is also essential.

You will join a strong team within the Quant Analytics Group, and this will give you the opportunity to extend your skillset in several directions. Another advantage of the positions is the exposure to the Basel III environment and regulations.

For further details, please do not hesitate to contact Erica Charlton on 0207 092 3239 or at erica.charlton@eamesconsulting.com