Senior Market Risk Quantitative Analyst

  • Standort

    London, England

  • Branche:

    Banken & Finanzen

  • Vertragsform:

    Vertragstyp

  • Gehalt:

    Negotiable

  • Kontakt:

    Phoebe Cheung

  • E-Mail:

    trdaxtraadresp@thesrgroup.com

  • Referenznummer:

    PCH - Risk_1615900545

  • Online:

    seit 5 Monaten

  • Ablaufdatum:

    2021-04-15

  • Start:

    ASAP

  • Berater:

    #

Responsibilities:

This is a role responsible for supporting the development and maintenance of market risk models and methodologies for more accurate traded risk measurement and management. The core objectives are to:

  • Develop new models in Fixed Income as per regulatory requirements
  • Contribute to the improvement of these models through assessment of impact, model validation, suggestion of improvements to the models and helping document changes for internal and external use
  • Coordinate projects dedicated to ensure consistency across sites
  • Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose

Requirements:

  • At least 7 years+ experience in a relevant quantitative analytics role
  • Strong experience in Market Risk models and methodologies development or prototyping
  • Strong understanding of market risk measures and derivative products
  • Python programming experience
  • Strong quantitative analytical skills
  • Good understanding of statistics
  • Graduate in Maths/Engineering/Science/Finance/Business Management or previous experience in risk management
  • Professional qualifications such as FRM/PRM/CFA Levels are an added plus
  • Open personality and effective communication skills, ability and flexibility to work in an international team
  • Ability to write clear and understandable documents

For more details, please send your CV to phoebecheung@taylorroot.com

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