Quantitative Analyst in LondonQuantitative Analyst in London |
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Location: London Salary: Hidden Recruiter: HAYS Date Advertised: 2024-09-09 |
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Quantitative Analyst
Contract until 31st December 2024 London Inside IR35 Flexible Hybrid
Your role Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes?
We re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We’re looking for a Quantitative Analyst to:
Your team You’ll be working in the Counterparty Credit Risk Models Crew within the Risk Methodology department in London.
We develop and maintain the credit exposure measurement capabilities of the Investment Banking division within the Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.
You will have the opportunity to coordinate and become the main global contact for the improvement of methodologies, processes and parameterization of our credit exposure measures for the banking and trading book (covering credit facilities, derivatives and securities financing transactions). As a client of the Front Office exposure calculation engines, you will also be responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly.
Your experience and skills
This role is advertised via Hays Talent Solutions SM060924/1 Read More |
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