Hi All,
Our client - one the world's largest banking groups is currently in the
market for some senior Quantitative Analysts specifically within the risk
department.
Being a leader in their field this investment bank is looking for someone
with sound academic qualifications, up to PhD or MSc level. You should
have a solid BA in Mathematics, Physics or Economics, and an Msc or above
in Financial Mathematics.
This role is not for a starter – our client wants experienced Quants, with
hands on practice in developing risk models for evaluating market risk and
developing and validating front office pricing. To be successful you will
have experience with IR exotic modeling specifically with regards to BMG
models and volatility models, hold strong programming skills in C++
Successful candidates will be responsible for prototypeing and validating
risk measurement methodologies, investigating modeling queries and
participating in the implementation of enhanced methodologies within RM
systems.
If you are senior in your position, have the academic background, the
experience in hand and a vision for the future then apply now!
You can also visit our website www.corporate-recruiter.co.uk to view
various Statistical roles.
Location: London
Salary: between 60k and 90k
To apply or for more information:
Call and / or send your CV
Please quote ref: AS/SA/9813 in the subject line
Visit us at: http://www.corporate-recruiter.co.uk/JobSearch.aspx
Kind regards
Angela Smythe
Corporate Recruiter
020 7861 9987
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