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Associate Director, Quantitative Analysis

  • Location:


  • Sector:

    Risk & Compliance

  • Job type:


  • Salary:

    £80000 - £95000 per annum + bonus, pension

  • Contact:

    Izzy Keighley

  • Contact email:

  • Job ref:


  • Published:

    1 dag geleden

  • Expiry date:


I have an exciting opportunity at Associate Director level within commercial banking for an ambitious Quantitative professional.

Up to £95,000 basic + package
2 days per week in Central London office

Key responsibilities:

  • Building quant models to price loans and bonds
  • Researching methodologies for credit risk models and mark to market valuation
  • Support portfolio management and capital optimisation
  • Support on Basel proposals made directly to the PRA
  • No direct reports

Person requirements:

  • 3-4 years experience
  • Quantitative degree and background - research work is a bonus
  • Open to pure quant, modelling, validation or trading desk background
  • Experience with any asset classes or market pricing on buy-side or sell-side
  • Any programming languages - Python, C++ or C# is a bonus

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