City of London, London
£60000 - £95000 per annum + Bonus + Full Benefits
2 months ago
You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, preferably in C++. You will have at least 5 years of C++, and possess a deep understanding of STL and BOOST. Experience of working in an agile environment using unit testing, automation and best practices to deliver high-quality code. You will ideally have a 2:1 or equivalent degree.
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, etc.
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.