Quantitative Analyst

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • BSM Group
  • 14 Aug 17

My client, a leading Investment Bank, are looking to hire a Quantitative Analyst, to join their Valuations Methodology team.

Responsibilities:

  • Responsible for wide-ranging valuation Methodology related issues, including: devising, maintaining and innovating valuation techniques for a wide range of exotic products
  • Performing Model Limitation and Methodology reviews
  • Owning valuation methods and policies to ensure fair value principles are appropriately enacted

Experience:

  • Understanding of Valuation models and products
  • Advanced degree in a numerical discipline
  • Working knowledge of Derivatives pricing models and Analytic libraries
  • Cross Asset class exposure (Credit, Rates, Equity Exotics)
  • Ability to communicate with quants on model related issues

Please submit a copy of your CV for further details.