Quantitative analyst

at  OnHires

Our client is one of the largest European banks with a leading global markets business across asset classes.
The role is for a senior quantitative analyst to join the group responsible for both market risk and counterparty exposure methodology sitting in the transversal team that is responsible for projects that impact all asset classes. There are other separate sub-teams for the individual asset classes and teams work together in a collegiate environment. The team is populated by exception, largely PhD educated, quantitative professionals and the group is definitely among the best in the industry. This person will take responsibility for key methodological areas for the group so as such it requires someone with deep relevant knowledge or either market risk or counterparty exposure.
This is a pure methodology development role with a separate quantitative development support team and a development function in IT that builds the production system.

We are looking for:

• 4+ years experience at a major bank in either counterparty exposure or market risk model development
• Phd or Masters in:
• § Mathematics
• § Physics
• § Engineering
• § Computer science

Important note: If you are interested, more detailed information will be shared during the conversation with our hiring manager.

Please refer the Job description for details