Senior Quantitative Analyst - £55,000-£65000 DOE
My client, a leading asset management firm based in the West End are looking for a senior quant analyst to join their team. The role will play a pivitol part in developing risk models, as part of a team of of 4 in the team.
The market risk specialist will have the following responsibilities:
- Identify model and data issues, research and develop practical solutions to further enhance the market risk models
- Enhancements of the VaR methodology
- Oversee the global testing, roll out and implementation of VaR and other market risk models.
- Liaise with business-facing risk managers as well as IT and risk methodology.
- Interact with senior management in other areas of the business in regards to new product development and its relation to quantitative risk.
The successful candidate is likely to have the following background and skill set:
- Degree educated (or equivalent) in a quantitative subject
- Good rates product knowledge, sound understanding of regulatory requirements and latest market best practice for VaR methodology and stress testing
- Experience of managing front to back development in risk capture/infrastructure/reporting and modelling
- Experience of Trading/Market Risk/Credit Risk/Middle Office/Finance would be a pre-requisite
- Quantitative background and VBA/Access skills advantageous
- Ability to program in C++PythonVBAMatlabR.
Pleas forward your cv for consideration to for consideration.
- asset management - quant - risk analyst
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