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.
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
- 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 -
If you believe that the above describes you, please get in touch with Tom Ogden at Oliver James Associates to find out more- / 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.
- mote carlo
- Derivatives MATLAB