Portfolio Quant Analyst - Contract Portfolio Quant Analyst - Contract …

ITS-City Ltd
in London, United Kingdom
Contract, Full time
Last application, 18 Jan 21
Competitive + Bonus + Benefits
ITS-City Ltd
in London, United Kingdom
Contract, Full time
Last application, 18 Jan 21
Competitive + Bonus + Benefits
Posted by:
Ben Baxter • Recruiter
Posted by:
Ben Baxter
Recruiter
Portfolio Quantitative Analyst urgently required at top Investment Bank working in a Quantitative Research Team.

My Client, a leading Investment Bank based in the city seeks a Market Risk Portfolio Quant.

You possess a minimim of 5 years commercial experience as a Quant Analyst/Developer in a large Quant Library at a major financial institutiion in either a front office of Market Risk function. 

possessing exceptional C++ v 1 and above skills, including extraction and design. Previous VaR Modelling, scenario generation and back testing expertise is preferable.

Strong Monte Carlo Simulation, statistical experience required coupled with strong knowledge of at leat one asset class, FX, EQ, IR, Commodities, Inflation etc

Strong attention to detail and excellent communication skills required, in this IBOR rolling 6 month contract

ITS-City Ltd logo
More ITS-City Ltd jobs
More Jobs Like This
See more jobs
Close
Loading...
Loading...