Accessibility Links

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.

 

 


 

 

Similar jobs
VP/Manager - Risk Modelling - Credit Risk and Trading Book
  • Location London
  • Salary up to £90k
  • Job type Permanent
  • Sector Credit Risk
  • Description We are working in partnership with the quantitative solutions arm of a global advisory firm in London.  The firm are growing their advisory practice and the quant solutions service line is one of
Senior Model Validation Quantitative Analyst - Credit Derivatives
  • Location London
  • Salary £Excellent total comp
  • Job type Permanent
  • Sector Pricing
  • Description Our client is a full service, global banking group with a market leading securities and derivatives trading arm.   As a response to regulatory requirements relating to effective model risk
Business Analyst - Business Analytics
  • Location London / Remote
  • Salary £500 - £600 per day (Inside IR35)
  • Job type Contract/Temp
  • Sector Cyber Security, Intelligence , Information Security , Interim, Transformation & Change , Data/Analytics
  • Description Business Analyst - Business Analytics Immediate requirement Ongoing Contract £500 - £600 per day (Inside IR35) City of London / Remote
Director/ED - Interest Rates Model Validation
  • Location London
  • Salary £150k - £170k + excellent package
  • Job type Permanent
  • Sector Pricing
  • Description We are working with a major global financial services group who exist at the centre of the global financial markets. As the firm continues to grow in size and services
Related news