Risk Quants Associate

Join us as a Risk Quants Associate

• This is a great opportunity for someone with experience in a quantitative role to join our Risk function
• You'll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations
• This role will provide you with a platform to keep building your knowledge and expertise, and offers you great exposure for you and your work
• We're offering this role at associate level

What you'll do

As a Risk Quants Associate, you'll be supporting a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring. This key role will also see you providing model, pricing and functional specifications of the models for the various asset classes, and for the subsequent validation by risk analytics.

Day-to-day, You'll Also Be

The skills you'll need

We're looking for someone with significant experience in a quantitative role of specified asset classes, including credit valuation adjustments, expected positive exposure, building valuation models, optimising pricing routines and computing efficiency.

You'll Also Demonstrate

Skills Required

Valuation Models, Python