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Contract

Quant Analyst

London
money-bag 10000-500000 Annual
2960657237
Posted 2 days ago

Quant Analyst6 Month contract initially Based: Hybrid/London - Max 2 days p/w onsiteRate: Market rates (via Umbrella company)We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A progressive organisation where you can really make a difference. We a great opportunity for a number of Quant Analysts on a great program of work. This roles provides an excellent opportunity to work on critical projects in Capital Markets space, gain experience working with Front End teams and gain On-job learning of new technology andamp; tools to deliver work. The successful candidate will be a member of The clients QA Equity andamp; Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured andamp; hybrid products, quantitative index and strategies business. Key Responsibilities:* Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity andamp; Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (eg Corridor Variance Swaps).* Liaise with Front Office, Technology and Model Validation teams, to deploy the risk model to productionKey Skills andamp; Experience:* Ideally possess a Masters or PhD in Ma

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