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Quantitative Risk Analyst, FX derivatives, IR, Banking, London

Graduate at NDK Consulting

Quantitative Risk Analyst, FX derivatives, IR, Banking, London

Graduate at NDK Consulting

  • LocationLondon, UK
  • Position levelGraduate
  • Job period iconFull-time employment
  • Application deadline iconApply by 15 Dec, 2018
  • Application deadline iconPosted on 26 Oct, 2018
  • Start date iconStart date:
  • Visa iconVisa Sponsor
  • CompetitiveCompetitive

Quantitative Risk Analyst, FX derivatives, Interest Rates, Banking, London.

An excellent opportunity for a highly numerate individual to join a growing banks 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.

Key Requirements

  • 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 1-3 years commercial experience in a similar Quantitative role.
  • Strong working knowledge using Excel and Access.
  • Must have experience with OO programming skills.
  • Knowledge of financial modelling and methodologies, specifically interest rate modelling.

Key Responsibilities

  • 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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