Quantitative Analyst

2 days ago

London, United Kingdom EA Change Full time

Role**:Quantitative Analyst**

Rate**:£1000 /day** (via umbrella)

Location**:Remote / London** (2 days per week in office)

Duration**:6 months**(extensions available)

Start date**:ASAP**

Excellent opportunity for an experienced Quantitative Analyst to join a major banking client.

**Knowledge / experience required**:
Essential:

- Develop and benchmark pricing models using C++ or Python
- Provide qualitative analysis and stress testing of models needed for pricing
- Theoretical understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations and Monte Carlo simulation
- Provide qualitative analysis and stress testing of models for pricing and/or risk calculations

We will contact you within 72 hours if your skills are relevant to our client's requirement.

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