Quantitative Researcher — Credit & Derivatives Risk

Location: Greater London

A financial advisory firm in Greater London is seeking a Quantitative Analyst to join their Quantitative Research team. The role involves developing and validating financial models focusing on liquidity risk and credit charges. The ideal candidate should have a master's degree in a quantitative field and at least 3 years of relevant experience. Proficiency in Python is essential as well as strong communication skills.

The firm offers competitive remuneration, healthcare, retirement plans, and support towards professional qualifications.

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