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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