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Quantitative Market Risk

London, United Kingdom, £ £ - Annual Annual, Permanent

Description:

Your Responsibilities
You will have the opportunity to work on different challenging projects and will initially be responsible for the following:
*Development of models and methodologies within Market Risk e.g. VaR backtesting, P&L attribution, DRC, FRTB-CVA
*Design and implementation of solutions supporting the transition to FRTB
*Management of projects and sub-projects as well as providing mentoring for consultants
*Active involvement in our market development and project acquisition activities
*Continuous expansion of your professional network
Your profile
*Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
*Between 3-10 years experience in a modelling/analytics role within Market Risk (directly from a modelling or analytics role, rather than from the management of market risk)
*Strong knowledge of current and upcoming regulation e.g. FRTB
*Proficiency in object-oriented programming languages such as Python
*Candidates from both banking and consulting sector will be considered, with preference for candidates with some consulting experience.
*Desire to perform, natural curiosity and an ability to assimilate new skills quickly
*Strong written and verbal communication skills in English and ability to assess technical information and present key findings

Badenoch + Clark acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers. Badenoch + Clark UK is an Equal Opportunities Employer.

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Job Details

987830553
Not Specified
London, United Kingdom
Permanent
£ £ - Annual Annual