Senior Market Risk Quantitative Analyst (Front Office)

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:

    Permanent

  • Salaris:

    £75000 - £78750 per annum + pension, bonus, benefits

  • Contact:

    Phoebe Cheung

  • Email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Quant Risk_1591113058

  • Gepubliceerd:

    2 maanden geleden

  • Termijn:

    2020-07-02

  • Consultant:

    #

My client, a top tier financial institution is looking for a Senior Quantitative Analyst to join their team based in London. This role is part of the Front-Office Risk Methodology / First line risk team.

Responsibilities:

  • Models (calibration, simulation, pricing, sensitivities, Value-at-Risk, liquidity, regulatory capital)
  • Testing frameworks (back-testing, stress testing, unit and regression testing)
  • Tools dedicated to clients' portfolio management (sensitivities, risk reports, margin adequacy, collateral)
  • Quantitative development across asset classes. You will also contribute to the Market and Liquidity Risk framework, and to feasibility studies for new products for the benefit of senior management/ Product team.

Requirements:

  • Demonstrable 3 to 5+ years of work experience in quantitative analysis in risk modelling;
  • Thorough knowledge of one or more risk model area's
  • Good background of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • Able to generate new ideas and to effectively communicate about these ideas;
  • Excellent analytic skills;
  • Highly experienced in modern programming languages and statistical languages (R or Python);
  • Affinity with data analytics, (pre)processing, and data handling
  • Able to work under high pressure;
  • Excellent team player with the ability to coach junior modellers;
  • Strong interpersonal and communicative skills

For more details, please send your CV to phoebecheung@taylorroot.com in subject quote "Quant Analyst"

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