City of London, London
£60000 - £98000 per annum + Bonus + Full Benefits
over 1 year ago
*Analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates and Credit.
*Pricing of Derivatives
*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.
The JM Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. The JM Group is an Equal Opportunities employer and we encourage applicants from all backgrounds.