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QIM Quantitative Analyst

  • Location: London
  • Salary: Up to £700 per day
  • Job type: Contract/Temp
  • Job reference: CB/171773
  • Sector: Risk
Job Description

My client is seeking to hire a contract DIM Quantitative Analyst to join their London based team.

 

Day rate: Up to £700 per day inside IR35

Duration: 12 month contract

Location: London

 

Responsibilities:

- Support the design, implementation and documentation of the Dynamic Initial Margin Model.

 

Requirements:

- Extensive previous experience developing simulation models and simulation solutions.

- Demonstrable experience with DIM implementation for IMM.

- Strong working knowledge of Python, JAVA and C++.

- Previous experience with regulatory submissions and CRR back testing would be beneficial.

 

Please ensure you have the right to work in the UK before applying.

CB/171773

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