Senior Quant Analyst
Senior Quant Analyst - Tier 1 Bank
C++, Python, CVA, Rates, FX, pricing, Monte Carlo, Stochastic Calculus
Exciting opportunity for a proven Senior Quant Analyst to join a spotlight project at a Tier 1 Investment Bank in the City.
The ideal candidate will not only have a strong technology background focused on either C++ or Pyhton but have very strong business knowledge in the CVA/Rates/FX area.
You will have a solid background in the following:
Developing Complex pricing models
liaising directly with and working with front office Quants
Monte Carlo simulation
Counterparty Risk
Stochastic Calculus
Experience in a CVA quant team would be ideal as the overlap would be substantial but knowledge of FO pricing models would be desired either from a FO quant perspective or from a Model Validation perspective
Please send a copy of your CV to jesse.gray@harveynash.com
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