There is an opportunity for a strong Quantitative Analyst to work in a Market Risk function in a global investment bank. The role will involve a broad range of responsibilities including development of market risk models for regulatory purposes.
As you would imagine, the team is covering a lot of FRTB driven work, and there is scope to be creative in providing solutions within the group. Further, the firm provides an excellent career progression structure and many of the staff in this team have been promoted over the last twelve months.
Key Responsibilities will include:
- Market Risk Model development
- Maintenance and enhancements of VaR, stressed VaR, IRC models
- Liaising with other business stakeholders on Market Risk Model changes
- Providing Technical Guidance and Expertise on Market Risk Model related matters including regulations such as FRTB
The role requires experience in market risk quantitative analytics, understanding of regulatory driven (FRTB) projects, and proficiency with relevant programming languages i.e. C++, Matlab, Python.
In return, the starting basic salary will be in the range of £80,000 - £100,000, depending on experience, plus benefits and bonus.
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