Quantitative Market Risk Analyst - Newcastle

Newcastle upon Tyne, Newcastle
£40,000 - £55,000 per annum
12 Jan 2018
09 Feb 2018
Contract Type
Full Time
Quantitative Market Risk Analyst
£40000 - £55000 per annum + Bonus & Package

An excellent opportunity has arisen for a Quantitative, Market Risk Analyst to work for a rapidly expanding 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.

Key Responsibilities

You will be pivotal in supporting the business quantitative and 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 UK's leading Investment Banks.

The ideal candidate will have had exposure to the following:

* Derivatives, their risk drivers and the models used to price them;
* Stochastic processes and their application to risk factor simulations;
* VaR modelling/ Calculations
* Development of leading quantitative tools and simulations to suit various projects within the Investment Banking risk portfolio.
* Pricing and analysing financial products and derivatives
* Verbally presenting key findings to management team

Key Requirements

* 2-3 + years' experience in a quantitative / market risk role within a financial market, ideally Investment Banking.
* Degree or qualification in a Quantitative related field such as Mathematics, Financial Engineering, Statistics, Computer Science etc
* PhD Advantageous
* Technical knowledge / development using Python, R , MATLAB, C++
* Experience with risk systems within the derivatives space - Equities, Derivatives , Structured Products

Keywords: market risk, quantitative analyst, derivatives, pricing, risk associate , VaR, modelling