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Risk Methodology Quant - Market Risk

  • : £75,000
  • : Permanent
  • : London
  • : Financial Services

Python Risk Management Regulatory Requirements Regulatory Submissions Market Risk R Business Administration Quantitative Investing Stress Testing



Job Specification

Are you a Quantitative Analyst who is interested in the methodologies related to stress testing of market risk?

We are working with one of our trusted clients who are looking for a Quant Analyst in their stress testing team based in London. This team is primarily focused on developing models on stress testing VaR and losses on market risk of their trading portfolio.

In this role you will be:

  • Assisting with operation of risk processes (including regulatory submissions) and improvements in risk infrastructure
  • Ensuring regulatory requirements and requests are dealt with
  • Maintaining documentation of high standards for internal and external distribution on processes and approaches

Your experience:

  • Degree educated in a finance, economics, business administration or numerical discipline
  • Demonstrable experience in market risk management
  • Strong understanding of methodologies related to stress testing of market risk
  • Coding ability in either R or Python

This is a fantastic opportunity to work for a well-respected company that is paying circa £75,000 - so apply now!

APPLY NOW

 

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