Quantitative / Market Risk Analyst - London

Location
London, London
Salary
£50,000 - £60,000 per annum
Posted
15 Feb 2018
Closes
15 Mar 2018
Ref
1486045
Contract Type
Permanent
Hours
Full Time
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 UK's 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++