Description
Role: Quantitative Analyst Rate: £1000 /day (via umbrella) Location: Remote / London (2 days per week in office) Duration: 6 months (extensions available) Start date: ASAP Excellent opportunity for an experienced Quantitative Analyst to join a major banking client. Knowledge / experience required: Essential: Develop and benchmark pricing models using C++ or Python Provide qualitative analysis and stress testing of models needed for pricing Theoretical understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations and Monte Carlo simulation Provide qualitative analysis and stress testing of models for pricing and/or risk calculations To be considered for this role, please submit your CV in application. We will contact you within 72 hours if your skills are relevant to our client's requirement. ea Change Group is the trading name for ea Consulting Group Ltd. Services offered are those of an Employment Business and Employment Agency. eacg is committed to equal opportunity and diversity, and all applicants with suitable experience and qualifications will be contacted. Our T&C's and Privacy Policy can be found at www.eacg.co.uk