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Market Risk Quantitative Analyst

  • Location: London
  • Sector: Quantitative
  • Salary: £45000 - £55000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 20/02/2018
  • Job reference: MA25802
This vacancy has now expired.

There is an opportunity for a Quantitative Analyst with a fast-growing consultancy to join the Market Risk Analytics team. This rapidly growing team is working with a variety of Tier 1 Investment Banks on projects including the development, implementation, and validation of market risk models due to FRTB requirements.

The best part of this role is the extensive exposure to leading American and European Investment Banks and the processes, systems, and senior people you deal with along the way.

There is tremendous scope to carve out your own career within this area through extensive training, and investment from the firm to keep you ahead of any regulations, technologies, systems, business practices, and the rest.

Key Responsibilities will include:

  • Maintenance and enhancements of VaR models
  • Market Risk model development
  • Market Risk model validation
  • Providing Technical Guidance and Expertise on Market Risk Model related matters
  • Model performance reports, documentation, and presentation

The role requires with experience in market risk quantitative analytics, preferably with understanding of FRTB projects, and proficiency with programming languages

In return, the starting salary will be in the range of £45,000 - £55,000 plus bonus and benefits.

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