Markets Quantitative Analyst (Assistant Vice President)
- Location
- Greater London, England, United Kingdom
business in addition to medium to long term projects related to improving our modelling and our risk management tools. What you’ll do: Develop analytics libraries used for pricing and risk‐management in the scope of CVA and DVA Collaborate closely with quantitative analysis colleagues and the desks Create, implement … practices, and escalating, managing and reporting control issues with transparency. What we’ll need from you: Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector Must have strong technical/programming skills; C++/python, Exposure to Market Data; Statistics and Probability based calculations ...