Analyst, quantitative analysis (london, gb)
LondonEuropean Bank for Reconstruction Development
...interest rates, foreign exchange, equity and credit derivatives. ? Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA/DVA, FVA). ? Proficient in C++ and Python, DLL/XLL development and QuantLib; knowledge of VBA, SQL, JSON, SVN/GIT is a plus. ? Excellent [...]
Category Banking, Insurance, Finance & Accountancy
14 hours ago in JobArch