Bureaux: City of London, England
Secteur d’activité: Financial Services, Allegis Group
Salaire: £65000 - £120000 per annum + bonus, etc.
Type de Contract: Permanent
Référence: LW0036

Description du poste:

Our client is one of the top performing investment banks. Looking for an AVP Quant Analyst to join their team. The team is responsibile for pricing, execution, and risk management models across the bank. Our client promises a fast-paced, challenging environment searching for a career driven go getter.

  • Working on pricing models for XVA and Counterparty Credit Risk
  • Designing the calculation methodology and performing the implementation in C++
  • Working with the global quant team to ensure model changes are in line with the global analytics C++ library design and framework
  • Participating in testing of implementations and back testing of effectiveness of our
    models on historical data
  • Demonstrating and explaining calculations to stakeholders in trading, risk
Front office xVA/ Counterparty Credit Risk quant dev team, with a business reporting line
Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at allegisgroup.com/en-gb/privacy-notices.
To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to allegisgroup.com/en-gb/privacy-notices.
We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our

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Lauren Watkins

Tel: +44 203 530 9031