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Market Risk Quant

  • Location: London
  • Sector: Quantitative
  • Salary: £90000 - £120000 per annum + bonus
  • Job type: Permanent
  • Date posted: 14/01/2019
  • Job reference: SN20154
This vacancy has now expired.

I'm currently working closely with a global investment bank, who have a number of exciting opportunities available for Model Validation Quants in their growing team.

The successful candidate will have experience with market risk modelling, including VaR, RNIV, and excellent knowledge of FRTB.

You must be proficient in modeling software and have strong knowledge of financial products.

Remuneration ranges from £90k - £120k + bonus

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