Risk Quantitative Analyst – CDS / Initial Margin – Consultancy Risk Quantitative Analyst – CDS / Initial Margin –  …

Alexander Ash Consulting
in London, England, United Kingdom
Contract, Full time
Last application, 13 Jul 20
£650-£700/day
Alexander Ash Consulting
in London, England, United Kingdom
Contract, Full time
Last application, 13 Jul 20
£650-£700/day
Alexander Ash Consulting
Risk Quantitative Analyst – CDS / Initial Margin – Consultancy. A consultancy are working on improving initial margin models for CDS products in the clearing space and have a short term assignment for a risk quantitative analyst to help document the models and methodologies. This will include analysing VaR, default risk and liquidation risk models.

You should apply for this role if you are/have:

  • 5+ years quantitative analysis experience within global financial markets
  • Strong credit derivatives in particular CDS experience
  • Proven experience within initial margin models in a clearing context
  • Strong C++ experience in a GPU environment
  • MSc or preferably PhD educated or higher from a leading academic institution

This is a £650-£700/day role for 2.5 months outside IR35.

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