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Quantitative / Market Risk Analyst - FRTB

Job Title: Quantitative / Market Risk Analyst - FRTB
Contract Type: Permanent
Location: London, England
Industry:
Salary: £50000 - £60000 per annum + Benefits
: ASAP
REF: TOGVRW12880009_1519233600
Contact Name: Tom Ogden
Contact Email: tom.ogden@ojassociates.com
Job Published: 10 months ago

Job Description

market risk analyst wito work for a leading consultancy. 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.

Market Risk Analyst - FRTB - London

Permanent - £50,000-£60,000 + Package

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 -

Contact

If you believe that the above describes you, please get in touch with Tom Ogden at Oliver James Associates to find out more- 02038619131/ tom.ogden@ojassociates.com or click apply. If successful, you will be contacted within 24 hours. Oliver James are engaged as an employment organisation with an exclusive partnership for this particular client.