Experienced Quant required for Quant Analytics Role recruitment

Montash Associates has been retained by a Tier 1 Investment Bank, to secure top talent for their quant analytics team. The team has headcount for 3 contract roles and are looking for experienced (VP and above) quantitative hires.

My client, a leading tier one Investment bank, is looking to build out the existing CVA analytics platform to absorb counterparty exposure using exchange traded derivatives. This will involve working closely with IT groups to build a consistent framework for identifying and managing counterparty risks.

The team are looking for an exceptional individual from a quantitative background that has an excellent understanding of all asset classes and has demonstrated ‘hands on’ modelling experience within the quantitative space. My client will consider a Rates quant, FX quant, Equity quant, Credit quant, Commodity quant and CVA quant.

The ideal profile will contain one or more of the following features:

• 5+ years’ experience within a quantitative field

• Very good understanding of Exchange Traded Derivatives and their respected markets

• C# proficiency, C++ and Java is also desirable

• Strong working knowledge of Basel III and funding requirements

My client is looking for talented quants and in return, are willing to offer above market rates for the right person. The length of the contract will be for 6-12 months, with the possibility of a further extension.

To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

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