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
Quantitative Analytics Manager
  • Location London
  • Salary Up to £100,000 p/a plus benefits
  • Job type Contract/Temp
  • Sector Credit Risk, Pricing, Interim
  • 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
Pricing Model Validation Quant AVP
  • Location London
  • Salary £60 - £80k
  • Job type Permanent
  • Sector Pricing
  • Description Our client is a major global investment bank with one of the most sophisticated and developed model risk functions in existence.  The model validation team for trading models is currently
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.
Related news