Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models
Our client is a major banking group based in the city and they are seeking a Quantitative Analyst to join their quantitative risk team within Model validation. The group is responsible for independently validating the integrity and comprehensiveness of Risk Models & Pricing Models across the organisation globally, with added remit of managing Model Risk.
Python Risk Management Regulatory Requirements Regulatory Submissions Market Risk R Business Administration Quantitative Investing Stress Testing
Liquidity Risk ILAAP Corporate Banking Wholesale banking Capital Markets Institutional Banking
Structured Rates Variable Annuity Regulatory Capital Financing Interest Rate Swaps
Pricing Models Quant Modelling
Python SQL Algorithmic Trading Analytical Skills C++ Hedge Funds High Frequency Trading Equity Trading Arbitrage
Quantitative Credit Risk Model R SAS Python
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.