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.
- 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.
- 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.