Please answer the following questions in order to process your application.
Select your working status in the UK *
File Attachments:
(2MB file maximum. doc, docx, pdf, rtf or txt files only)
* denotes required field
Additional Information:
Availability/Notice
Hourly Rate GBP
Approximately how far are you willing to travel to work (in miles) ?
Key Privacy Information
When you apply for a job, JobServe will collect the information you provide in the application and disclose it to the advertiser of the job.
If the advertiser wishes to contact you they have agreed to use your information following data protection law.
JobServe will keep a copy of the application for 90 days.
More information about our Privacy Policy.
Job Details
Quantitative Analyst - Risk/Exotic Equity Pricing (Contract)
Location: London Country: UK Rate: £1k - 1100 per day
Quantitative Analyst - Equity Risk Quant
~£1,000-£1,100 per day inside IR35 (negotiable)
6 Month Initial Contract
Hybrid Working - London Office
Join this American Bank as a Senior Equity Risk Quant.
We're looking for expert level experience in equity risk - you'll need hands on experience with Exotics, callables, volatility modelling and Proxy methodology.
You'll act as the SME liaising directly with Front Office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.
Key requirements/skills include:
- Strong background working as a Quant in Equity Risk
- Market risk models and methodologies (eg time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products.
- SQL and Python skills
This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements.
If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.
Posted Date: 14 Apr 2024 Reference: JSBH-42559-5 Employment Business: Source Technology Contact: Ben Dale