Senior Quantitative Analyst

70000.00 - 95000.00 GBP Annual + Bonus + Benefits
09 Nov 2016
03 Dec 2016
Contract Type
Full Time
Financial Services Company is hiring for a Senior Quantitative Analyst for their team based in London. Salary range is between GBP60K - GBP95K.

You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in languages such as Matlab, R, C++.

It would be ideal if you had any of the following experience: Basel, Dodd-Frank, EMIR, MiFID, Model validation (market, credit or operational risk), market risk management, trading book credit risk management, calculation methodology of PFE CVA, FVA, liquidity risk management, CCP, ETD and derivative clearing processes, margining methodology, etc.

You will ideally have a Master degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 5-7 years financial modelling with a Front Office context.

They are looking for a Senior individual who can drive the Quant team forward, be the main SME for all Quant techniques and queries and a mentor for the team members. Strong mathematical skills.

The JM Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. The JM Group is an Equal Opportunities employer and we encourage applicants from all backgrounds