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Senior Quantitative Analyst

Senior Quantitative Analyst

  • Location

    London

  • Sector:

    Risk and Governance

  • Job type:

    Permanent

  • Salary:

    £55000 - £70000 per annum

  • Contact:

    Edward Hincks

  • Contact email:

    e.hincks@finitas.co.uk

  • Job ref:

    BBBH65028_1630428843

  • Published:

    23 days ago

  • Consultant:

    Edward Hincks

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