VP Treasury Quantitative Analyst
VP Treasury Quantitative Analyst (Finance, Risk, Banking, Interest Rates, Banking Book)
Fixed Income Treasury Quantitative Analyst VP job in London
A respected tier-1 investment banking group are seeking a VP level Quantitative Analyst for an upcoming job within their Treasury and Risk team in London.
This bank has shown great Front Office revenue and risk management capability over recent years and remains one of the most prestigious employers in the City. As such they are actively growing their quantitative function and this newly formed quantitative team within risk is the latest addition to that success.
To be considered for this job you will need hands-on experience constructing quantitative price and risk models from scratch using either C++, Python or C#. You will also have good working knowledge of Fixed Income derivative products and experience working within an Investment Banking Treasury department.
You will need an in depth understanding of price/risk modelling techniques beyond data input and retrospective validation.
To apply for this Quantitative Developer job in Investment Banking in London please send your CV to (see below)
Please note that while we are grateful for all job applications only the most suitable will be contacted.
Thank you for your in Nicoll Curtin.