|Listed on:||4th September|
|Salary/Rate:||£700 - £1,000|
Quantitative Developer Risk - C# / C++ - Investment Bank
We require solid quantitative background within a market risk environment. Continuous interaction with other teams within Risk and FO also strong communication skills. A strong academic background, for example a Masters in mathematics, physics or quantitative finance;
Role is working with quantitative modelling team with overall responsibility for market, liquidity and counterparty risk. The risk Function is globally accountable for the definition of official risk policies, guidelines and procedures, as well as the quantification and monitoring of risks taken by the various business lines, to ensure alignment with risk appetite and policies. The team's remit includes all the IMM models in use within the Bank, such as VaR / ES, Stressed VaR, IRC and CRM models in the market risk space, as well as EEPE, Stressed EEPE, Regulatory CVA models in the counterparty risk space.
Job Summary & Responsibilities
In the context of the Targeted Review of Internal Models for Market Risk, the team is actively engaged in developing and rolling out new analytics and quantitative requirements to address a number of supervisory Obligations. The team requires a quantitative analyst with excellent programming skills to help deliver new analytics and requirements related to the market risk model monitoring process. . The successful candidate will develop analytics required for off-production analyses and play a key role in integrating analytics in a production environment, in close collaboration with our colleagues in the Risk Systems team.
Working in close partnership with quantitative analysts and developers, and risk Systems personnel, the successful candidate will be expected to:
We require solid quantitative background within a market risk environment. Continuous interaction with other teams within Risk and FO also strong communication skills.
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location
Contact Name: Adlam Consulting
Job ID: 2963639