Hybrid Contract Quant: Counterparty Risk Analytics

eFinancialCareers; Greater London; Hybrid; GBP 111,000 - 166,000; Full time

Job summary

eFinancialCareers in London is seeking a Contract Quantitative Analyst to join its Risk Analytics function, focusing on Counterparty Credit Risk methodologies across asset classes.

The role involves developing exposure models, calibrating PFE and EE, and collaborating with Risk, Front Office, Technology and Validation teams in a hybrid London setup. Ideal candidates will have strong Python, Monte Carlo experience and advanced quantitative qualifications.

Qualifications

• Experience in Counterparty Credit Risk and exposure modelling.
• Strong background in PFE/EE and derivatives pricing.
• Proven ability to validate models and communicate results.

Responsibilities

• Develop, maintain and enhance counterparty exposure models.
• Support methodologies covering PFE, EE and stressed exposure measures.
• Perform model calibration, testing, performance analysis and backtesting.
• Investigate model issues and implement enhancements for robustness.
• Prepare governance reporting and collaborate with stakeholders.

Skills

Counterparty Credit Risk

Exposure Modelling

PFE

EE

Derivatives pricing

Quantitative risk modelling

Python

Monte Carlo

Model validation

Statistics

Education

MSc in Quantitative Finance

PhD in a quantitative field

CQF

FRM

Job description

eFinancialCareers in London is seeking a Contract Quantitative Analyst to join its Risk Analytics function, focusing on Counterparty Credit Risk methodologies across asset classes.

The role involves developing exposure models, calibrating PFE and EE, and collaborating with Risk, Front Office, Technology and Validation teams in a hybrid London setup. Ideal candidates will have strong Python, Monte Carlo experience and advanced quantitative qualifications.