Financial Engineer

Posted 16 June 2022
Salary Up to £110,000
Job type Permanent
DisciplineData Engineering
Contact NameTod Bamber

Job description

Referment are working exclusively with an award-winning FinTech firm that provide innovative solutions to Hedge Funds and Investment Banks.

They're looking for a Senior Financial Engineer/Quant Analyst with 5-7 years of commercial experience to join their permanent team in London. 

The ideal candidate will have hands-on working experience in derivative pricing models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and hybrid products.

Key requirements:
  • Excellent Excel and VBA experience
  • 5-7 years of hands-on working experience in counterparty credit risk and/or market risk,  (AMC, CVA, DVA, BCVA, FVA, PFE, EPE, EEPE, incremental CVA, collateral, netting, CSA, CVA VaR, PD, EAD, credit models, Basel III, Economic Capital, CCAR).
  • Strong mathematical skills including stochastic calculus, numerical methods (Tree, PDE), Monte Carlo simulation etc.
  • Some knowledge of OO programming preferred. (C++/Java/C#)
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