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:
This is a fantastic opportunity to work for a well-respected company that is paying circa £75,000 - so apply now!
Pricing Models Quant Modelling
Python Risk Management Regulatory Requirements Regulatory Submissions Market Risk R Business Administration Quantitative Investing Stress Testing
VMware Engineer Virtualisation ESXi SiteRecoveryManager vSAN TCPIP
Risk Management Transactions Credit Risk Tax Issues ESG Market Risk Compliance
Information Security Info Sec IT Risk Operational Resilience Cyber Risk PSD2 Payment Risk
Model Validation Quantitative Finance Derivative Pricing Credit Risk
Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.
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.