eFinancialCareers in London is seeking a Contract Quantitative Analyst to join its Risk Analytics function, focusing on Counterparty Credit Risk methodologies across asset classes.
The role involves developing exposure models, calibrating PFE and EE, and collaborating with Risk, Front Office, Technology and Validation teams in a hybrid London setup. Ideal candidates will have strong Python, Monte Carlo experience and advanced quantitative qualifications.
Hybrid Contract Quant: Counterparty Risk Analytics in London employer: eFinancialCareers
As a leading global asset manager based in London, we pride ourselves on fostering a dynamic and inclusive work culture that values innovation and collaboration. Our employees benefit from comprehensive professional development opportunities, competitive compensation packages, and the chance to work with cutting-edge AI tools that enhance their skills and productivity. Join us to be part of a team that not only drives success but also prioritises employee well-being and growth in a vibrant city.
