Quantitative / Market Risk Analyst - London


Premium Job From BCT Resourcing

Recruiter

BCT Resourcing

Listed on

15th February 2018

Location

London

Salary/Rate

£50000 - £60000

Type

Permanent

Start Date

2018-02-14

This job has now expired please search on the home page to find live IT Jobs.

Quantitative Analyst / Market Risk Analyst - FRTB

London

Permanent - 50,000-60,000 + Package

Our client is seeking tenacious, enthusiastic and driven individuals looking to progress and develop their career with an entrepreneurial attitude. As a Quant Risk Advisory practice, they are working with some of the worlds leading Tier 1 Investment Banks, Hedge Funds and Asset Managers and are looking to build a team with some of the brightest talent available on the market.

An excellent opportunity has arisen for a Quantitative Analyst/ Market Risk Analyst to work for a leading consultancy organisation within the financial market. Our client is seeking tenacious, enthusiastic and driven individuals looking to progress and develop their career with an entrepreneurial attitude.

As a leading consultancy, they are working with some of the worlds leading Tier 1 Investment Banks, and are looking to build a team with some of the brightest talent available on the market.

Key Responsibilities

You will be pivotal in supporting the business quantitative and market risk teams in managing a large portfolio of projects looking at various risk exposures to help program and stress test various tools for some of the UKs leading Investment Banks with a focus towards FRTB projects.

Responsibilities as a Quantitative Analyst / Market Risk Analyst will include:

* Quantitative / risk modelling and strategy development with a strong technical understanding to aid with a variety of model validation projects

* Stress-testing and numerical simulation tool experience - Monte Carlo Simulation / VaR

* Model Validation experience

* Development of leading quantitative tools and simulations to suit various projects within the Investment Banking risk portfolio.

* Pricing and analysing financial products and derivatives - Exotic derivatives

* Verbally presenting key findings to management team

Key Requirements

* 3 + years experience in a quantitative role within a financial market - Banking

* Degree or qualification in a Quantitative related field such as Mathematics, Financial Engineering, Statistics, Computer Science etc

* Technical knowledge / development using Python, R , MATLAB, C++ , VBA etc

* Experience with risk systems within the derivatives space

Keywords: R, Python, SQL, Quantitative, developing, stimulation, mote carlo, VaR, Quant , Derivatives MATLAB, C

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