My client is seeking to hire a contract DIM Quantitative Analyst to join their London based team.
Day rate: Up to £700 per day inside IR35
Duration: 12 month contract
- Support the design, implementation and documentation of the Dynamic Initial Margin Model.
- Extensive previous experience developing simulation models and simulation solutions.
- Demonstrable experience with DIM implementation for IMM.
- Strong working knowledge of Python, JAVA and C++.
- Previous experience with regulatory submissions and CRR back testing would be beneficial.
Please ensure you have the right to work in the UK before applying.