Senior Quantitative Risk Modelling Opportunities
(i.e. verifying derivatives pricing models, identifying the models’ key underlying assumptions) for FX, equity, commodities, credit derivatives, mortgage products, rates products and counterparty, assessing both market and credit risks.
The key deliverables of these roles will no doubt be of great interest to experts in mathematical modelling theory that have developed and refined their skills in both academia (PhD in a quantitative subject such as Mathematics, Physics or Statistics is preferred, strong MSc or equivalent will be considered), and industry experience in the modelling teams of investment banks (or equivalent) focusing on either credit derivatives, counterparty credit risk or CVA. As a result, candidates will be expected to have broad cross-asset expertise and an in-depth understanding of financial mathematics including stochastic differential equations, probability theory, interest rates and credit risk modelling.
Both roles will require strong coding ability including C++ and possibly Python, and individuals are expected to be detail-oriented, with excellent communication presentation skills. Successful applicants will also be able to expand their network of like-minded individuals while becoming a key player in a first-class brand.
If you have this niche set of skills experience and are looking for your next challenge, you are encouraged to get in touch as soon as possible by applying with a full CV or via the contact details supplied.
Please note that these opportunities are based in London, and only individuals with full rights to work in the UK will be considered.
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