Quant Analyst - Valuations - Risk - Structured Notes - London

QUANT ANALYST - VALUATIONS - RISK - STRUCTURED NOTES - LONDON

My client a Tier One Investment bank based in London, is looking for an experienced Quant Analyst to join a fast paced Front Office environment to work closely with traders on a large risk programme within the Valuations and Structured Notes. It is preferred that candidates have experience within Interest Rates and Credit Markets.

The client is in the midst of a large period of growth within this area and the successful candidate will become a key part of departmental change. It is essential that Candidates come from have a solid Qaunat Analyst career within Valuations and Structured Notes Risk. It is essential that candidates come from a Solid Investment Banking background.

SKILLS:

- Quant Analyst
- Solid Investment Banking background is essential
- Excellent knowledge of Structured pricing Products
- Ability to concentrate on the detail of complex requirements
- Experience of illustrating prototypes and allows users to visualise solutions
- Techniques to work with the business to extract their requirements
- Datamodelling
- Ability to break-down complexity and learn quickly
- Strong communication and interpersonal skills to work with different characters in different locations
- Ability to handle tight deadlines and related pressure
- Desire to succeed and overcome problems independently.
- Accountability, responsibility and personal integrity
- Ex Traders are preferred

Ikas International Ltd is acting as an Employment Business in relation to this vacancy.