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Quantitative Analytics Manager

  • Location: London
  • Salary: Up to £100,000 p/a plus benefits
  • Job type: Contract/Temp
  • Job reference: CB/172917
  • Sector: Credit Risk, Pricing, Interim
Job Description

A well known bank are looking for a Quantitative Analytics Manager to join them on a 12 month Fixed Term Contract basis. Salary up to £100,000 plus benefits 

The successful candidate will be responsible for delivering changes to existing market, structural and counterparty credit risk models as well as creating new ones which are required for a successful transition to new risk-free rates. 

Skills required

           Demonstrable mathematical and statistical quantitative skills applied in modelling and data analysis
           Theoretical understanding of valuation and pricing models of financial products and derivatives across asset classes such as Fixed Income, Inflation, FX and Equity.
           Strong technical background and relevant experience in the finance industry
           Demonstrable programming skills across Python, R, C++ and/or VBA
           Degree level education in a quantitative field, postgraduate preferable.





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