Market Risk Quantitative Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

2 weeks ago

Tom O´Connor

Posted by:

Tom O´Connor

beBee Recruiter
Description

Quant Analyst -Market Risk - Risk Methodology
A financial client I am working closely with are urgently seeking for a Model Risk Quant to
work remotely

Market Risk models - VAR, IMA.

Market Risk models - IRC.

Requirements:

-
Experience of building and validating market risk models:


  • Strong experience of either VAR/ IMA and/ or IRC is essential:
  • Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products.
  • Ability to understand historical market risk data.
  • Strong documentation skills are important due to the regulator requirements on reporting.
  • Strong VBA is essential, C++ or R would be an added benefit. The majority of technical work is completed in VBA, no library integration.
  • Strong statistical analysis
  • Product knowledge or Rates or Credit.
Interviews are being arranged ASAP

Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information.

If we are successful in finding you an assignment, you will receive a Key Information Document which will be specificto the vendor set-up you have chosen and your placement.

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales
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