Quant Analyst: Credit Risk & Derivative Modelling

A leading financial consultancy in Greater London is seeking a candidate for their Quantitative Finance team. The role involves delivering various quantitative finance projects, validating models, and contributing to business development. Candidates must hold a relevant master\’s degree and possess experience in credit risk modelling and derivative pricing. Familiarity with Python, R, or C++ is essential. The firm values diversity and promises a supportive environment for growth and inclusivity. #J-18808-Ljbffr