Interest Rates Quantitative Analyst
A leading Investment Bank has an immediate requirement for Quantitative Analysts to join their Pricing Models Validation team.
This is an exciting new opportunity for a quantitative analyst to conduct model validation primarily within the Interest Rates.
The ideal candidate must display extensive prior experience of Model validation or model development within Traded Risk. You must possess strong programming skills preferably in C++ but proficiency in other languages such as python and R are also welcomed.
You will hold strong academics in a Mathematical, Statistical or Engineering discipline.
This is a London based role with 2/3 days per week in the office. Key skills required:
- quantitative analysis
- interest rate/IR
- traded risk/ Market risk
- Pricing; Pricing model development; Derivative pricing
- Investment Banking
Model Validator, IR Valuation ModelsLocation:
120000.00 - 130000.00 GBP YearlyJob Type:
Trading as Aston Carter. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. Aston Carter is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.
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