Quant Analyst Developer £750 Per Day Inside IR35

Description de la mission

Exciting opportunity to join Platinum Group’s financial service practice and be engaged on-site with one of our leading investment banking clients.
This is for a long-term programme and will join an exciting initiative to rebuild several tools and pricing models.
We are looking for a Quant Analyst who can produce new pricing models to XVA, Risk and Credit as well as technical enhancements to current tools, you’ll need to deliver the following;
Build, Define and implement tools as well as pricing models
Re-define mathematical tools
Implement pricing models for XVA-linked initiatives
Knowledge required;
C++ required (Any exposure to multi-threading programming would be highly advantageous
Business knowledge – XVA, Collateral, Risk, Credit (At least 2 of 4 required)
A strong banking background is a must-have.
This would also suit a Quant Developer.
Technical awareness and hands-on ability are a must-have.