Quantitative Analyst- Risk/ Exotic Equity Pricing

England, South East, Greater London, London

Posted:23d ago
Location:England, South East, Greater London, London
Job Ref:BH-42559-3
Salary:£900 - £1100 per day
Expiry date:4/12/2024
Quantitative Analyst - Exotic Equities, Risk
~£1,000 per day inside IR35 (negotiable)
6 Month Initial Contract 
Hybrid Working - London Office

Join this American Bank as a Senior Quant working across market risk and exotic equity pricing. 

You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.

Key requirements / skills include:

- Strong quant background at senior level
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products. 
- SQL and Python skills 

This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements. 

If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.

Apply now