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Quant Analyst

Investment Banking

Canary Wharf

Temp ⁄ Competitive rates

Updated February 3, 2012


Quantitative Risk and Valuations (QRV) is a global group within Global Markets infrastructure with representation in London, Paris, New York and Hong Kong. QRVG is a centralised specialist quantitative group dedicated to,

1. Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk) models.

2. Support of Product Control in the proposition, refinement and implementation of fair value adjustment methodologies.

3. Development and support of quantitative tools and resources to enhance the control framework.

4. Quantitative support, where required, to Product Control and Market Risk Management.

The position will have the primary responsibility to ensure that QRVG provides assistance to our key stakeholders in understanding, (a) Model Limitations, (b) Off-System valuations and our Computing tools (c) Valuation Consultancy.

Members of the Group work closely with a number of Product Control teams, Front Office quantitative groups, systems developers, Market Risk Management and QRV Model Review.

Who we're looking for
Education & Experience<BR>
· University degree (Class 2:1 or equivalent)

· Masters or PhD degree in a numerical subject (Maths, Physics, etc)



Skills

· Strong analytical skills

· Excellent communication skills

· Good programming skills, VBA, C++

· Good interpersonal skills

· Experience of working as a quantitative analyst or in a relevant highly technical role valuation/risk role.

About our client
Top tier Investment Bank located in Canary Wharf

What's on offer
Competitive rates

Michael Page Contact
For further info, apply or phone on 0207 645 1462.  Job Ref: 13216324
Your application will be sent to Mark Dalton.

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