I have an exciting opportunity at Associate Director level to join a prestigious banking client in the City, specialising in Quantitative Modelling.
- Permanent role
- Up to £95,000 basic + package
- 2 days per week in the office
Key responsibilities:
- Developing quantitative prototypes and models to price bonds, CDOs and loans
- Assessment of market risk for capital optimisation and asset disposals
- Researching techniques and methodologies for mark to market valuation and credit models
Person requirements:
- Strong academic background in a quantitative subject - MSc or PhD
- Proficiency in any programming languages - Python and C# are preferable
- Relevant experience in quantitative modelling and market pricing
- Any exposure to machine learning, CDO pricing, IFRS9 or model calibration is desirable
