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Market Risk Quant

  • Location: London
  • Sector: Quantitative
  • Salary: £70000 - £100000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 22/05/2018
  • Job reference: MAB2001
This vacancy has now expired.

We are working with a leading American Investment Bank in London to recruit into their market risk quant function. The function supports the wider market risk group with quantitative modelling, and analytical insight, model development and technology systems and processes.

The role will centre around development of quantitative analytics models used in the measurement and management of market risk across asset classes.

There is plenty of opportunity for progression within the team and the exposure to the business is wide. You would be working with some very experienced quants and learn a lot within the function.

In terms of level, we are looking to hire around AVP or VP level, and thus experience within industry is required. A strong understanding of market risk analytics, financial products, and the ability to develop market risk models is essential. A good academic profile will be beneficial, as will effective communication skills.

Compensation will be very competitive and will depend on skillset and experience. The range will be £70,000 - £100,000 plus bonus and benefits.

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