Job Description
Hawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis for a Global Investment Bank based in central London.
* Quantitative Analyst (Min 2 years experience – Associate level)
* Permanent
* Central London – Hybrid working – x3 days in the office per week/ x2 days from home
* £70k - £110k base + Bonus + Package
The role:
You will be sitting within the XVACCR, Collateral & Credit Quantitative Research team. They produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients.
Key Responsibilities
* Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM)
* Define and implement mathematical tools and pricing models for XVA-linked activity.
* Interact and support Trading, RPC and IT partners.
Experience/ Skills:
1. Min 2 years’ experience as a Quant Analyst
2. High programming skills (C++, SQL, C#, VBA, XML, XSLT).
3. Excellent analytical and problem-solving skills.
4. Good knowledge of numerical methods such as: Monte Carlo, Optimization algorithms
5. Strong implementation skills are required, though the role leans mor...