- London, UK
- Full-time employment
- Apply by 16 May, 2019
- Posted on 20 Apr, 2019
An excellent opportunity for a highly numerate individual to join a global bank’s Market Risk & Liquidity Risk Division as a Quantitative Risk Analyst, responsible for the creation of risk models and FX and Interest Rate derivatives pricing and valuations.
- Strong academic background, educated to at least Master’s degree level in Mathematics, Physics, Finance or Similar.
- Strong mathematical knowledge, covering stochastic calculus, statistics and numerical methods.
- Circa 5 years commercial experience in a similar Quantitative role.
- Strong working knowledge using Excel and Access.
- Must have experience with OO programming skills ideally C#.
- Knowledge of financial modelling and methodologies, specifically interest rate modelling.
- Developing strategies for quantitative problems using a multitude of approaches such as algorithms, pricing models, stochastic calculus and valuations
- Act as the Quant Resource for the Market Risk & Liquidity Risk function with a focus on FX and Interest Rate derivatives
- Contributing towards the development of the Analytical Library using C# and other OO programming languages
- Ad-hoc use of quantitative and programming expertise such as C++, C# or VB.Net to support issues and projects within the Market & Liquidity Risk function
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About NDK Consulting
NDK Consulting is a boutique, independent technology recruitment company that specialises in the supply of permanent & contract professionals. With nearly 20 years experience in infrastructure and development throughout multiple industry sectors both UK & Internationally. Specialist industries include: Finance/Banking Technology, Soft
- Recruitment & HR
- Tunbridge Wells, UK
- 0-10 employees
- Founded in 2004