A top tier bank is looking for a Quantitative Analyst to join their team in London. It is a demanding role where you will be responsible for market, liquidity and counterparty credit risk methods within the Bank.
You will be responsible for design, develop and test code changes required to implement the risk methods in their libraries.
- Strong programming skills in C++ or C#
- Strong knowledge of credit products
- Strong knowledge with market risk
- Experience in a quantitative finance environment, ideally counterparty risk.
This is an urgent role so please get in touch ASAP.
Eames Consulting is acting as an Employment Business in relation to this vacancy.