Job Type
Use Ctrl (Command on Mac) to Select Multiple
 
Location
Use Ctrl (Command on Mac) to Select Multiple
 
 
Job Type
Use Ctrl (Command on Mac) to Select Multiple
 
Location
Use Ctrl (Command on Mac) to Select Multiple
Contract
London , United Kingdom , Europe
Software Development / Engineering , Quantitative / Algorithmic
£600 to £750 per day
8614

Credit Model Quant Analyst - C# / C++ , SIMM

I am currently working with a leading Investment Bank who are looking for an experienced Quantitative Analyst to join their Front Office Credit Team.

This position has the opportunity for a long-term contract.

You will be working directly with the business, developing Credit Derivative Pricing models and integrating them into the library and framework using C# and C++. You will also be working with the Isda SIMM model. 

 

Required skills:

  • Strong Credit Derivative knowledge, specifically around Pricing
  • knowledge of the SIMM model would be highly advantageous
  • Very strong C# and/or C++ programming skills
  • Strong mathematical skills including Monte Carlo and Optimisation Algo’s
  • Strong business facing skills
  • Ability to work autonomously and as a part of a time

Click below to apply or select 'Consultant Details +' to explore more vacancies from Mike Baxter.

 

Our consultants individually take responsibility for each of the unique financial sectors in which we operate. It's our belief that by focusing people on specific business areas and niche technologies, they are able to become experts, embedded within the sector communities - with the ability to become authentic specialists. You are more than data and keywords on a CV, and our recruiters are more than job spec translators.

Keep up-to-date with this and similar vacancies by sharing your CV with Mike.

Send Me Your Details

Attach CV*
Allowed file size is 5Mb and file types are: doc, docx, txt, pdf, rtf, xls