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Development and validation of front office pricing models across asset classes
Market Risk, Credit Risk, and Counterparty risk modelling
Regulatory driven projects
Understanding of relevant pricing methodologies
Ability to work in model validation when required
Industry experience with relevant programming i.e. SAS, R, Python, C++, C# etc
The role is a quantitative analytics function and will require a strongly mathematical/quantitative educational background, likely a PhD or Masters, along with at least 3 years of industry experience. Relevant programming languages such as C++, C#, Python, R etc are required also.
Daily rates are dependent on level and experience, as well as location and length of contract.
Typical rates are between £700 - 950 per day.
Internal Number: 5501458
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