Start Date: ASAP
Day Rate: £550-£650
Montash are currently looking to source and secure a Quantitative Analyst for a 6 month contract based in London.
The successful will be working in close partnership with other members of the team to address and bring to completion various projects related to defining and assessing new risk measurement methodologies and associated system developments. This may involve assessment of portfolios as well as risk and exposure quantification during the methodology and risk evaluation process.
- A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. A Ph.D. is preferred but not essential, depending upon level of experience;
- Proven experience in a quantitative finance environment, preferably in a counter party risk modelling capacity, and derivative pricing methodologies.
- Programming in C# or C++.
- Needs experience of VaR and experience with regulatory CVA models in the counter party risk space.
Comfortable with producing high quality documentation (report writing).
Quant Analyst / Quant / Quantitative Analyst / Quantitative / Report / Document / C# / C++ / VaR / CVA / EEPE / Stressed EEPE