Quant Analyst: Credit Risk & Derivative Modelling

Mazars; Greater London; On-site; GBP 45,000 - 65,000; Full time

Job summary

A leading financial consultancy in Greater London is seeking a candidate for their Quantitative Finance team. The role involves delivering various quantitative finance projects, validating models, and contributing to business development. Candidates must hold a relevant master's degree and possess experience in credit risk modelling and derivative pricing. Familiarity with Python, R, or C++ is essential. The firm values diversity and promises a supportive environment for growth and inclusivity.

Qualifications

• Must have experience in credit risk modelling (IFRS 9, IRB modelling).
• Advanced knowledge in derivative pricing and quantitative risk management.
• Strong experience in either Python, R or C++.

Responsibilities

• Contribute to multidisciplinary engagement teams delivering quantitative finance projects.
• Conduct model validation for various quantitative risk management models.
• Oversee summer internship projects and support business development.

Skills

Credit risk modelling

Derivative pricing

Quantitative risk management

Stochastic calculus

Statistics

Probabilities

Python

R

C++

Model validation

Machine learning

Education

Master's degree in a quantitative discipline

Job description

A leading financial consultancy in Greater London is seeking a candidate for their Quantitative Finance team. The role involves delivering various quantitative finance projects, validating models, and contributing to business development. Candidates must hold a relevant master's degree and possess experience in credit risk modelling and derivative pricing. Familiarity with Python, R, or C++ is essential. The firm values diversity and promises a supportive environment for growth and inclusivity.