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Quantitative Analyst - Market Risk

  • : £65,000
  • : Permanent
  • : London
  • : Financial Services

This Role Is Now Closed

However, we would still like to hear from you as we regularly have similar roles. Please contact us on:

Tel: + 44 (0) 203 772 4567

Market Risk Quantitative Analysis / Analyst / Models Matlab Python Risk Models FRTB Quant Models Quant Modelling Risk Analytics / Analysis / Analyst Calypso Murex FINCAD VBA Java C++ PRA EBA NMRF RNIV IRC DRC R CQF FRM CFA



Job Specification

Company Profile

Our award-winning client provides financial intelligence and analytical tools which assist the efficiency of the decision process for businesses in market and credit risk. They offer various methods of research, data, software and professional services to deliver the best customer experience. The risk management group currently seek a new member for their market risk division to join a fast-growing team in a dynamic but challenging environment.

Role Responsibilities

  • Analysis in various projects with the risk analytics and quant modelling teams.
  • Development and verification of valuation/pricing and risk models for various asset classes.
  • Understanding and implementation of FRTB for clients.
  • Development and validation of market risk models to enable regulatory risk calculations for modelling skills to be understood (i.e. VaR; IRC/DRC; RNIV/FRTB–ES; NMRF; sensitivity-based risk charge).
  • Validation and documentation of models in compliance with SR11-7.
  • Occasional business trips to global offices in Asia and America.

Candidate Requirements

  • Three to six years of risk/quantitative analytics experience (across all levels).
  • Education to an MSc/PhD level in quantitative disciplines preferred.
  • Expansive knowledge of financial instruments/pricing methodologies across asset classes.
  • Understanding market risk calculation methods for various traded instruments.
  • Knowledge of quantitative methods (inc. time series analysis, PDE, stochastic calculus, econometrics, statistics).
  • Understanding of broad stress testing risk regulatory for PRA, EBA.
  • C++; Java; R; Matlab; Python; VBA; or other object-oriented programming skills.
  • CQF; FRM; CFA certifications preferred.
  • Calypso; Murex; FINCAD; Riskmetrics; or other vendor tools knowledge preferred.
  • Highly motivated and dedicated working style.
  • Strong quantitative aptitude and complex business problem solving skills.
  • Eye for detail and keenness to learn.

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If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.

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