Jobs 1 to 2 of 2

Cross Asset Model Validation Quant - Contract 1Y

Development of independent validation models on mostly linear credit trading products and Interest Rate Derivatives... Model Validation Quants Must Have. §PhD or MSc qualification in numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics... §Interest Rate experience (may not be derivs) §Excellent mathematical ability with an understanding of Stochastic...
London -
Quant Capital
Salary: £1000+ per day
Posted: 20 days ago

Quant Risk Manager

This Quant role will focus on credit risk modelling, mainly potential future exposure simulations using the Banks Monte Carlo risk framework. The Quant Risk Manager will be joining the credit team looking at bank wide credit risk. The Successful Quant will define, implement, validate and manage models, methodologies, procedures and...
London -
Quant Capital
Rate: £40,000 - £50,000 per year
Posted: 9 days ago