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IC Resources
,
London, Greater London
Quant Analyst (Contract)
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Salary: £750-£850 / day |
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Overview
IC Resources are looking for an exceptional Quantitative Analyst to undertake project work for a leading financial institution based in Central London for an initial 6-month contract with scope to extend. The ideal Quantitative Analyst will have: Development experience in C# and/or C++ Understanding complex modelling Experience in FRTB / DRC (Default Risk Charge) ideally (or IRC Incremental Risk Charge) or Market Risk otherwise (Credit asset class, correlations modelling, pricing, etc.) Exposure to model validation appreciated but not essential Good communication skills with a view to act as the liaison with IT on the more technical topics (integration of Analytics within the production environment) You will be joining a team of Quantitative Analysts leveraging various specialities whilst working towards a common goal. Applications have now opened and interviews will commence immediately. If you are interested in being considered, please submit an up to date CV via this advert. This job was originally posted as www.totaljobs.com/job/89761406