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AVP Quantitative Analyst - Investment Bank - London

Job Title: AVP Quantitative Analyst - Investment Bank - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £60000 - £75000 per annum
Start Date: ASAP
REF: BBBH22481_1570524295
Contact Name: Kit Watts
Job Published: 10 days ago

Job Description

AVP Quantitative Analyst - Investment Bank - London

Twenty Financial Services are currently recruiting for a Quantitative Analyst AVP for a Tier 1 Investment Bank based in London.

The main responsibilities will be maintaining the CVA models and pricing libraries. You will also liaise with Key stakeholders across the business.

Responsibilities:

  • Use statistical techniques and methods to validate models used by the investment bank.
  • Aim to improve quantitative methodologies for stress testing and maintain pricing models
  • Liaise with stakeholders on a regular basis from different business lines across the bank.
  • Perform reports that will be used externally to represent the Bank.

Skills required:

  • Higher education within a mathematical or quantitative subject.
  • Strong skills using C++, Python and VBA.
  • Model development/validation or quantitative risk experience from an investment bank.
  • Knowledge of model development and pricing libraries with a quantitative focus.
  • Experience within CVA and FX.