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A leading global banking institution based in the City of London are seeking a Trading Risk Quant Analyst on a permanent basis. The role will involve providing quantitative expertise when building risk models and methodologies as well as performing pricing model validations.
The ideal candidate will have:
A good foundation of quant experience, with exposure to stochastic calculus, financial markets and industry developments (e.g. FRTB)
Strong technical ability, especially C++ and Python
Strong communication skills and fluency in English;
Constructive attitude and pro-active team player
If you are interested in the opportunity and believe you have experience in Risk or Pricing Models, please submit your application
Internal Number: 6106124
About Paritas Recruitment
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