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Market Risk Quantitative Analyst
Description

Responsibilities:

  • Participate in and lead in Quantitative Risk engagements with a Market Risk focus and FRTB projects
  • Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
  • Assist in preparing reports and project plans that will be delivered to clients and other parties
  • Develop and maintain productive working relationships with client personnel
  • Build strong internal relationships within Advisory and across other services

Requirement:

  • Minimum 2-3 years relevant market risk quantitative analyst and VaR model development experience
  • Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions
  • Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements
  • Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used
  • Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
  • Confident and credible communicator with good technical knowledge and commercial understanding
  • Project management and strong report writing skills
  • Experience in stakeholder and client management
  • Ability to drive business development and contribute to the growth of the company

Please send your CV to

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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Job Details
Job Ref: 338370849
Start Date: Tue, 31 Jul 2018 23:00:00 EST
Hours: Not Specified
Location: London, United Kingdom
Working Term: Permanent
Salary: GBP GBP - Annual Annual

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