One of Europe's leading banking groups have an exciting new opportunity for a Cross-Asset Trading Risk Quant. This is an innovative and rewarding role, working in a highly international team,
Your principal responsibility will be to validate pricing models, develop risk models and provide quantitative analysis to both Market Risk Managers and Trading teams.
About you : You should have an advanced academic degree - MSc or PhD in a quantitative field - mathematics, econometrics or physics. You should also have circa 4-5 years quant experience including derivative pricing. Proficiency in programming languages - Python or C++ is an advanatage.
If you are interested in this role appy below or contact me for more information.