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Job Location | London |
Education | Not Mentioned |
Salary | Competitive salary |
Industry | Not Mentioned |
Functional Area | Not Mentioned |
Job Type | Permanent,full-timeB |
The ClientA leading and global market infrastructure business providing clearing, exchange and technology services. The Role This position will be an initial 3 month contract. Your daily tasks will include: - Develop Risk & Pricing models for to evaluatecounterparty credit risk - Modelling and deployment of risk frameworks for the Equity & Interest Rate derivative markets - Analyse historical data and conduct statistical research to determine pricing structures - Research optimisation algorithms and writingC++ Risk libraries. - Conduct back testing on margin calculations to justify accuracy. The Candidate- Academic (minimum) knowledge of risk and pricing models - Experience using a minimum of 2 of the following languages: C++, Python, Java, SQL. - An understandingof OTC derivatives