My Client, a leading Investment Bank based in the city seeks a Market Risk Portfolio Quant.

You possess a minimim of 5 years commercial experience as a Quant Analyst/Developer in a large Quant Library at a major financial institutiion in either a front office of Market Risk function. 

possessing exceptional C++ v 1 and above skills, including extraction and design. Previous VaR Modelling, scenario generation and back testing expertise is preferable.

Strong Monte Carlo Simulation, statistical experience required coupled with strong knowledge of at leat one asset class, FX, EQ, IR, Commodities, Inflation etc

Strong attention to detail and excellent communication skills required, in this IBOR rolling 6 month contract