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Quant Analyst/Developer, Interim, 6 Months

Eingestellt von Proxime Ltd

Gesuchte Skills: Support, Design

Projektbeschreibung

We are looking for a Quant Analyst/Developer to help develop VaR based models for IR, FX, Equity and Commodity OTC instruments in order to establish appropriate margind. You will help develop procing models to support mark-to-market calculations, develop and design models to measure liquidity, concentration and wrong way risk; develop stress tests, identify any weaknesses in the current Historical Simulation VaR approaches and make appropriate changes.

You will have at least 5 years experience in pricing abd validation of rates, equity, FX and Commodity based derivatives; knowledge of market risk; knowledge of scenario based stress testing.

Projektdetails

Einsatzort:
London, Vereinigtes Königreich
Projektbeginn:
asap
Projektdauer:
6 months

Vertragsart:
Contract
Berufserfahrung:
Keine Angabe

Geforderte Qualifikationen

Kategorie:
Medien/Design, Sonstiges
Skills:
support, design

Quant Analyst/Developer, Interim, 6 Months

Projektbeschreibung

Projektdetails

Geforderte Qualifikationen

Proxime Ltd

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