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You will be responsible for developing and validating Market Risk models and for validating Front Office Derivative Pricing models. You will work closely with Front Office (Trading desk), Market Risk modelling and Derivatives pricing for Corporate Market Risk. You will cover CVA & PFE (Potential Future Exposure) and pricing Model Validation.
This team has three core functions, Model Review (model validation), Quantitative Analytics and Development. You will rotate through the team exposing yourself to different areas of projects. This team offers exceptional knowledge and training with a Senior Quant and also provides a hectic schedule with a large number of projects in the future of the team.
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You will be responsible for developing and validating Market Risk models and for validating Front Office Derivative Pricing models. You will work closely with Front Office (Trading desk), Market Risk modelling and Derivatives pricing for Corporate Market Risk.
This team has three core functions, Model Review (model validation), Quantitative Analytics and Development. You will rotate through the team exposing yourself to different areas of projects. This team offers exceptional knowledge and training with a Senior Quant and also provides a hectic schedule with a large number of projects in the future of the team.
Quantitative Analyst (Annuities) Tier 1 insurance company is searching for an excellent quantitative analyst to help develop economic and regulatory capital modelling capability within the company's £23 billion annuity portfolio. The successful candidate will be responsible for developing asset modelling solutions within the Annuities Business Unit, testing the output from Algorithmics asset models, justifying choice of models and quantifying the risks across assets.
UBS Delta is an award winning cross-asset portfolio management platform used by the top-tier clients of the bank. It is developed by a small team of dedicated quant and IT experts, working in close collaboration with the business and with opportunities for direct involvement with bank’s clients.
His / her broader responsibilities will include: Assisting clients with pricing methodology / model implementation and validation; Supporting the senior quants in their various R&D projects; Working closely with FX, Credit and IR products, gaining wide insight; Implementing in-house pricing tools and models.
This Associate level role role will include helping this client-focused group to use the analytics library and provide appropriate risk measures to clients, as well as developing the library to support the Delta business.
The portfolio of derivative products traded with its clients is vast and often they are customised making their market value hard to observe. Mathematical models are crucial in the pricing and Hedging.
Reporting toQAG Lead Company overviewMarkit is a leading, global financial information services company with over 2,300 employees. The company provides independent data, valuations and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency.
Take advantage of the great tax breaks and rates in Switzerland and develop your career with a market leading, prestigious Financial Institution The position:Developing models to calculate risk limits and.
An opportunity exists within a leading financial institution for a mid-level Quant Analyst. You will be working as part of the pricing analytics team, which is independently responsible for developing pricing models and evaluating the models used across the group.
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