Quantitative Analyst - Big 4 Consultancy - Market Risk, Derivatives Quants Analyst with strong technical skills, a solid numerate background and strong knowledge of Derivatives (Equity, Credit or Interest Rate) is required by one of the top 4 consultancy firms to develop and implement new pricing and risk management models. With an Masters or PhD in Maths, Physics or Engineering from a leading University you will possess strong skills in either C/C++ and/or Excel VBA.

Responsibilities:
Participate in and lead in Quantitative Risk engagements with a Market Risk focus Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress Assist in preparing reports and project plans that will be delivered to clients and other parties Develop and maintain productive working relationships with client personnel Build strong internal relationships within Advisory and across other services To qualify for the role you must have Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements Ideally, you'll also have Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET, Python