Technical Quantitative - Business Analyst / DRC / Market & Credit Risk / FRTB
PTS is seeking to hire Technical Quantitative Analyst to work onsite a leading investment in London. The project is to work with our client's Market & Credit Risk modelling team. We are looking for someone with a strong quantitative background that can act as an interface amongst multiple teams including Front Office Quant teams, Risk Systems.
To be successful in this role, the candidate should meet the following requirements:
- A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance;
- Proven experience in a quantitative finance environment, preferably in a market risk modelling capacity;
- Design and implementation of quantitative models, using C# or C++ in a source-controlled environment;
- Knowledge of credit risk models (such as Incremental Risk Charge or Default Risk charge) and exposure to market risk methodologies will be favoured.
For immediate consideration and a JD please apply today.
PTS is an Equal Opportunities employer and applicants are selected solely on the basis of their relevant aptitudes, skills and abilities. No applicant shall receive less favourable treatment on the grounds of sex, marital status, civil partnership status, trans-gender status, pregnancy, maternity, colour race, nationality, ethnic origin, religion, belief, sexual orientation, disability, age. This is not an exclusive list.
- Market Risk
- Quantitative Modelling