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Market Risk Quant AVP

  • Location: London
  • Sector: Quantitative
  • Salary: £70000 - £90000 per annum + bonus + benefits
  • Job type: Permanent
  • Date posted: 20/11/2018
  • Job reference: SN24839
This vacancy has now expired.

Market Risk Quant

My client is a large multinational investment bank who are looking for an AVP to join their global Risk team in London.

You'll have the opportunity to work within their growing model performance team who are responsible for the overall performance of the exposure platform.

The right candidate will have:

  • come from a similar background (Counterparty Credit Risk, Front Office Market Risk)
  • experience with SIMM models and VaR
  • Programming skills such as Python and SQL

Remuneration ranges from £70,000 - £90,000 + bonus + benefits

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