Senior Equity Risk Quantitative Analyst - Contractor
London, Greater London, South East, England
Posted: | 19d ago |
Location: | London, Greater London, South East, England |
Job Ref: | BH-42559-6 |
Salary: | £1200 per day |
Expiry date: | 5/10/2024 |
Quantitative Analyst - Equity Risk Quant
£1,000- £1,200 per day inside IR35 (negotiable)
6 Month Initial Contract
Hybrid Working - London Office
Join this American Bank as a Senior Equity Risk Quant.
We're looking for expert level experience in equity risk - you'll need hands on experience with equity risk modelling including exotics. You'll have experience with callables, volatility modelling, proxy methodology and VaR.
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 background working as a Quant in Equity Risk
- 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.
£1,000- £1,200 per day inside IR35 (negotiable)
6 Month Initial Contract
Hybrid Working - London Office
Join this American Bank as a Senior Equity Risk Quant.
We're looking for expert level experience in equity risk - you'll need hands on experience with equity risk modelling including exotics. You'll have experience with callables, volatility modelling, proxy methodology and VaR.
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 background working as a Quant in Equity Risk
- 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
Contact:
Position:
Manager - UK & Ireland
Sector:
Software Engineering & Development
Contact Email:
Telephone: