Quant Portfolio Analytics - London
- Recruiter
- BCT Resourcing
- Location
- London, London
- Salary
- 0
- Posted
- 27 Jun 2017
- Closes
- 25 Jul 2017
- Ref
- 1433827
- Sectors
- Banking & Financial Services
- Contract Type
- Permanent
- Hours
- Full Time
Quant Portfolio Analytics - London
Company client is looking for a Quant analyst (specialised within credit) to join their Client Portfolio Asset Management Group.
The right individual will have experience building quant tools in the execution of secularization products.
Further to this they will be familiar in credit modelling and pricing methodologies.
The right individual degree should also have a strong quantitative with experience programming in either C# or C++ ( with knowledge in Python, Matlab or R being a bonus).
Beneficial skills:
Develop and implement risk pricing tools in accordance to Basel regulations (e.g. Basel III/Solvency II)
Develop models that help in transaction economic assessment
Pricing of CDO, CDS, derivative exposures, bonds, loans etc.
Strong communication skills
Company client is looking for a Quant analyst (specialised within credit) to join their Client Portfolio Asset Management Group.
The right individual will have experience building quant tools in the execution of secularization products.
Further to this they will be familiar in credit modelling and pricing methodologies.
The right individual degree should also have a strong quantitative with experience programming in either C# or C++ ( with knowledge in Python, Matlab or R being a bonus).
Beneficial skills:
Develop and implement risk pricing tools in accordance to Basel regulations (e.g. Basel III/Solvency II)
Develop models that help in transaction economic assessment
Pricing of CDO, CDS, derivative exposures, bonds, loans etc.
Strong communication skills