Quantitative Analyst - Counterparty Risk/Market Risk/Credit Risk - Lon

Quantitative Analyst: Counterparty Risk/Market Risk/Credit Risk - London - Contract

Working in close partnership with other members of the team, address and bring to completion various projects related to defining and assessing new risk measurement methodologies and associated system developments. This may involve assessment of the client's portfolios as well as risk and exposure quantification during the methodology and risk evaluation process.

. A strong academic background, with at minima a Masters in mathematics, physics or quantitative finance. A Ph.D. is preferred but not essential, depending upon level of experience;
. Proven experience in a quantitative finance environment, preferably in a counterparty risk modelling capacity, and derivative pricing methodologies.
. As many of the following; EEPE, Stressed EEPE, VaR,IRC, Stressed VaR, Regulatory CVA models,
. Programming in C# or C++.
. Comfortable with producing high quality documentation (report writing).

PTS is an Equal Opportunities employer and applicants are selected solely on the basis of their relevant aptitudes, skills and abilities. No applicant shall receive less favourable treatment on the grounds of sex, marital status, civil partnership status, trans-gender status, pregnancy, maternity, colour race, nationality, ethnic origin, religion, belief, sexual orientation, disability, age. This is not an exclusive list.