Quant Analyst
London, United Kingdom
LA International Computer Consultants Ltd
Quant Analyst 6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsite Rate: Market rates (via Umbrella company) We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A … to deliver work. The successful candidate will be a member of The clients QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow … products, equity structured & hybrid products, quantitative index and strategies business. Key Responsibilities: * Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g Corridor Variance More ❯
Employment Type: Contract
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