Job Details

Market Risk/Traded Risk Quant

London, Greater London, United Kingdom, £70,000 - £100,000 , Permanent

Posted: 1 day ago


You will be joining an energetic international team of highly qualified professionals. The team's area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book.

The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment.

The Role

Design the methodologies for Market Risk internal models deciding on the best quantitative methods and techniques with the support of complex programming (e.g. risk factor evolution models for Value at Risk, Incremental Risk Charge, Counterparty Credit Risk simulation models; Market Risk Economic Capital and Stress Testing models).
Gain the experience and work with the pricing models across the different FM pricing systems in the Interest Rate and Inflation asset classes, focusing on the model risk AVA methodologies.
Provide quantitative support to risk managers and traders, such as tools to provide insight on model choices, analysis of the methodologies used for P&L explainer or market data proxies.

About you

A PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics or physics;
2-5 years of experience, with familiarity of derivatives pricing, risk models and the most important developments (for e.g. IBOR transition);
Strong knowledge and experience with programming languages, especially C++ and/or Python;
Strong communication skills and fluency in English; and
Constructive attitude and pro-active team player.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

Job Details

London, Greater London, United Kingdom
£70,000 - £100,000