Quant Analyst / Financial Engineer VaR, Risk, CVA, FVA, Pricing
Quant Analyst / Financial Engineer VaR, Risk, CVA, FVA, Pricing, VBA, C++, C#, SQL, IR, FX, Front office Credit Derivatives, London City
A leading investment banking consultancy is currently seeking a new Front Office Quant Analyst/ Financial Engineer to join there multi asset trading desk. The VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX Financial Engineer / Quant Analyst will be required to report to the business and the Head of Desk, you will be working on financial regulations such as Basel, Dodd Franks MiFID, UCITS implementing and developing derivatives and pricing models for multi asset trading.
As a VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX Financial Engineer / Quant Analyst you will be join a trading desk where you will be supporting the business growth in areas such as; regulation change, risk, market credit and liquidity. You will also be working on derivatives pricing methodology/technology across the banks desk for front office trading. (Financial Engineer VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX, Credit Derivatives)
The successful The VaR, Risk, CVA, FVA, Pricing, VBA, C++, SQL, IR, FX Financial Engineer / Quant Analyst will require the following skills:
* Financial markets experience with derivatives products covering Interest Rates Derivatives (IRD), FX, Credit, Equities or Commodities
* Credit Risk Management, calculation of PFE, CVA, CVA VaR, FVA
* Knowledge of Stochastic calculus, arbitrage pricing, and advance derivatives pricing techniques
* MSc or PhD educated in Science, Engineering, and Numerical related mathematics, Physics, Chemistry
* Development or knowledge C++, VBA, QuIC, Matlab, R, Java
This is a fantastic opportunity to join an incredibly forward thinking, innovative entrepreneurial and highly mathematical organisation which continues to go from strength to strength; work on cutting edge technology in the Front Office. If you are currently working as a Financial Engineer or a Quant Analyst and looking to take the next step in your career then I would like to hear from you.
To apply for this role please forward your CV for consideration (see below for details)
Quant Analyst / Financial Engineer VaR, Risk, CVA, FVA, Pricing, VBA, C++, C#, SQL, IR, FX, Front office Credit Derivatives, London City
Quant Analyst / Financial Engineer VaR, Risk, CVA, FVA, Pricing, VBA, C++, C#, SQL, IR, FX, Front office Credit Derivatives, London City
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