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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.

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