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A leading Investment Bank, based in Canary Wharf, is seeking a Quantitative Analyst to join their global valuations team. This is an initial 6 month contract paying £500-550 per day.
The role is within the Stress Testing work stream and will focus on the development and enhancement of stress testing methodologies and infrastructure within Fair Value Adjustments space. You will be expected to understand and interpret Regulatory stress test requirements / scenarios, ensuring that models and methodologies are compliant. The framework is built on C++ language.
You will be an experienced Quant Analyst with knowledge of XVA and other Fair Value Adjustments (required). SQL, RStudio and C++ are highly advantageous. Prior experience in Regulatory Stress Tests and a strong understanding of BoE stress testing requirements and guidelines is desired.
Please do not hesitate to apply to discuss the role in more detail. If successful you will be contacted well within 24 hours of applying.