CCR Quant Analyst, London/Singapore CCR Quant Analyst, London/Singapore …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Base to £135K + 30% Bonus + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Base to £135K + 30% Bonus + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
Our client, a global Investment Bank, operating across the world’s most dynamic markets is looking to hire a front office Quant Analyst to develop of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives and is based in low-tax Singapore or the vibrant City of London. You''ll work with highly talented Quants and gain deep exposure to the asset class.

CCR Modelling, New Group, Cross-Asset Derivatives Pricing, C++

KEY RESPONSIBILITIES:

  • Develop & implement Counterparty Credit Risk (CCR) models
  • Provide day-to-day support for all consumers of CCR data
  • Improve risk and regulatory related analytics
  • Develop CCR exposure simulation methodologies and tools

ESSENTIAL SKILLS:

  • Minimum 2-5 years’ experience developing/validating CCR models
  • PhD or Masters educated in a quantitative field (Physics, Maths, Financial Engineering)
  • Knowledge of numerical methods, stochastic calculus, & probability theory
  • Good programming in C++
  • Able to communicate complex ideas in a clear manner
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