Senior Quantitative Analyst – Cross Asset recruitment
You will join the first team of its kind to merge all aspects of quantitative risk management methodology into a single perspective. You will be working on a broad range of projects across counterparty and market quantitative risk. The team employ a matrixed project style allowing for a range of duties and the opportunity to negotiate your own product exposure (Rates, Credit, Hybrids, Exotics, FX and Equities).
You would work with IT to ensure correct implementation of the new models while also facing off to the traders and risk managers providing them with quantitative support.
Ideally the candidate will: -
-A strong quantitative background
-Previous quantitative finance experience
-Experience working with derivative instruments, risk driver and pricing models.
-Proven practical experience of asset simulation models
-Leadership skills