Quant Risk Analyst/Developer VP - Tier 1 IB

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Quantitative Risk Analyst / Developer- VP

We are offering the opportunity to advance your career in one of the worlds leading top tier invesment banks with offices globally (London, HK, New York, Mumbia and Budapest). This role sits within the global risk group and you will be actively involved in contributing towards the mathematical model risk development life cycle of the cross-asset product suite (FX hybrids, inflation, exotics rates and credit).

You will be actively involved in the following:

* the optimisation of model performance through the analysis of large data sets

* adjusting model assumptions to determine risk limits

* back-testing results against front office models

* building challenger/benchmark models from scratch

* implementation of models into the vast pricing library

This business prides themselves on being one of worlds with over 6,000,000 of traded and priced products, therefore there is a constant mandate to derive new initiatives and innovative projects within the group - well suited to a highly intellectual, inquisitive mind.

Education:

*Preferably Ph.D./PostDoc but Masters from a top tier university

*Must be in a numerate discipline (Computer science, Finance, Mathematics, Physics, etc.)

Technical skills

* Extensive C++/Python programming skills

* Minimum of 3 years' experience as a Front Office Quant or Quant Risk analyst from a top tier institution

* Knowledge of stochastic calculus as well as options pricing models is desirable

* * Strong knowledge of an asset class (e.g. Equities, IR, FX, Credit)

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* * Strong communications skills and able to translate technical issue to a non-technical audience

This is a fantastic opportunity to work on highly complex and challenging projects within one of the world's leading investment banks.

If this could be of interest, please provide your most up to date CV and Theo Morapedi will be in touch.