Market Risk Quant - London, United Kingdom - Davies Resourcing

Davies Resourcing

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

INDTEM

Market Risk Quant

Main responsibilities include:

The endtoend model development of the RFR backfilling, such as developing model methodology, backtesting, model documentation, responding to model validation request, etc.
Development of models, focusing on VAR/limit setting/linear models/Interest Risk Derivatives/rate side.
Demonstrating strong technical skills in Interest Rate derivative pricing and Python / VBA coding
Proactive attitude to work under mínimal supervision

Details:

Start date:

ASAP
Contract length: 6 Months Initial Hybrid WFH with x1 day a week in an office(London based)

Day Rate:
c£ inside ir3- however this is negotiable DOE

Market Risk Quant

Salary:
£499.00-£850.00 per day

Schedule: