Accessibility Links

Senior Quantitative Analyst - Derivatives Pricing & Risk

  • Location: London
  • Salary: £90000 - £130000
  • Job type: Permanent
  • Job reference: SNTRQ1
  • Sector: Market Risk, Credit Risk, Pricing
Job Description

Multiple opportunities to work for major international firms on the development and implementation of internal risk models and derivative pricing libraries.


I am working on behalf of number of global financial institutions looking to secure strong quant talent to help deliver major quantitative projects for both risk and front office. This covers all major asset classes, as well as XVA. This is an opportunity to work on some of most important model remediation projects in the market.


A strong background in the development or validation of


derivative pricing models

IMA, IMM or XVA models

FRTB, SACCR models


Is essential, as is a strong academic (minimum Masters degree )background in a technical subject.

Similar jobs
Portfolio Risk Manager
  • Location Abu Dhabi, UAE
  • Salary To £130,000
  • Job type Permanent
  • Sector Market Risk, Asset Management/Funds
  • Description Investment portfolio risk assessment and reporting for a leading sovereign fund, working closely with investment managers in a challenging and rapidly developing enterprise.
VP - Traded Risk Analytics
  • Location London
  • Salary £75k - £95k
  • Job type Permanent
  • Sector Market Risk, Credit Risk
  • Description Our client is a global banking giant with operations in 5 continents.  London is home to the European HQ.   Following an internal move to head office
Senior Model Validation Quant - Commodities & Equities Lead
  • Location London
  • Salary £120 - £150k
  • Job type Permanent
  • Sector Market Risk, Credit Risk, 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