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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
This role is part of a global team of quantitative analysts based in four locations with the majority in two European hubs working across several model types used in global markets derivative risk management.Specific responsibilities of the role will include:Developing quantitative methodology for risk management, particularly in derivatives counterparty exposure but also market risk. The successful candidate’s primary responsibility will be the prototyping of methodology with associated documentation and presentation.You will need to gather and understand requirements then research possible methods and solutions prior to developing models. You will work with development focussed teams who will take the model through production and contribute to quality assurance andregulatory adherence.This is an opportunity to work in a strong, established quant team at a leading bank known in the industry for high standards in quantitative analytics.RequirementsThe candidate must be excited by the opportunity to understand and solve complex quantitative problems.Either an MSc or PhD in a quantitative subjectIn-depth knowledge and understanding of capital markets, derivative pricing models and/or market and counterparty risk modelling methods.Competent programmer in any language however Python, R or C# would be preferred.Prior work experience that aligns with the responsibilities of this role would be ideal.Strong communication skills and experience of leading either model development or validation projects.To apply for the role, email CV to