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A Top Tier Investment Bank are looking for talented PhD graduates to join their Quantitative Team covering Credit and Market Risk.
The role will encompass building and validating statistical financial models in a changing environment and require strong coding experience preferably in Python or C++.
A strong educational background is also required preferably in a Mathematical subject - Physics, Chemistry, Engineering, Mathematics or Statistics. Statistics knowledge will definitely be advantageous.
This will be an initial 12 month contract paying £250/day, after the 12 months there will be an option to go permanent.
Please still apply if you have 1-2 years of experience, your profile will still be considered.