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:
Refer someone you know to this role on the Referment platform and we'll reward you with up to £500 when they complete a first-round interview.
Find out more at Referment.com
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#)
Refer someone you know to this role on the Referment platform and we'll reward you with up to £500 when they complete a first-round interview.
Find out more at Referment.com