Senior Quantititave Analyst

I am currently supporting a consultancy with the below requirement which is urgent:

Skills -

• Excellent Knowledge of pricing models for FX/Interest rates derivatives including exotic and structured products. Few examples: Caps/Floors, Swaptions, CMS, FX Barrier options and FX Asian Options.
• Good mathematical and numerical skills with excellent knowledge of quantitative finance topics like Geometric Brownian Motion, Stochastic Calculus, PDEs, Monte Carlo simulation.
• Good knowledge of regulatory initiatives such as RFR Transition, SIMM, FRTB and recent market activities on these initiatives.
• Good understanding of Yield Curve modelling, Interest Rate Swaps and ability to explain Interest Rate Risk
• Knowledge of SR11-7 framework and ability to design test plan, ongoing model monitoring framework for Pricing Models
• Excellent model documentation skills and verbal communication

My client can interview and offer this week!

If you would like to apply get in touch with Edward asap on:

e.hincks @finitas.co.uk

020 3370 2000