Quantitative Analyst

My client is a Financial Services Company is hiring for a Quantitative Analyst for their team based in London. Salary range is between £60K - £98K, depending on skills and experience. Demonstrable experience and knowledge of exotic derivative products combined with pricing and model validation.
*Analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates and Credit.
*Model Validation
*Pricing of Derivatives
*Stakeholder Management
*Possess an understanding of stochastic calculus and experience of coding and writing models in languages such as Matlab / R / C++ / C#

It would be ideal if you had ANY of the following experience:
Basel, Dodd-Frank, EMIR, MiFID, Model validation (market, credit or operational risk), market risk management, trading book credit risk management, calculation methodology of PFE CVA, FVA, liquidity risk management, CCP, ETD and derivative clearing processes, margining methodology.

You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 3+ years' experience as a Quant Analyst. Strong mathematical skills required for this role.

Please apply for immediate interview.

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