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Quantitative Analyst

Job Title: Quantitative Analyst
Contract Type: Contract
Location: London, London
Industry:
Salary: £550 - £650 per day
Start Date: ASA
Duration: 6 Months
REF: Q02
Contact Name: Clara Grace Moretti-Greene
Contact Email: claram@montash.com
Job Published: over 1 year ago

Job Description

Quantitative Analyst

Start Date: ASAP

Day Rate: £550-£650

Location: London

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.

Essential Skills

  • 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).

Key Skills

Quant Analyst / Quant / Quantitative Analyst / Quantitative / Report / Document / C# / C++ / VaR / CVA / EEPE / Stressed EEPE

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