I have an exciting opportunity at Associate Director level within commercial banking for an ambitious Quantitative professional.

Up to £95,000 basic + package
2 days per week in Central London office

Key responsibilities:

• Building quant models to price loans and bonds
• Researching methodologies for credit risk models and mark to market valuation
• Support portfolio management and capital optimisation
• Support on Basel proposals made directly to the PRA
• No direct reports

Person requirements:

• 3-4 years experience
• Quantitative degree and background - research work is a bonus
• Open to pure quant, modelling, validation or trading desk background
• Experience with any asset classes or market pricing on buy-side or sell-side
• Any programming languages - Python, C++ or C# is a bonus