Quant Analyst - Market Risk (multiple hires)
- Employer
- Goodman Masson
- Location
- London, United Kingdom
- Salary
- GBP50000 - GBP90000 per annum
- Closing date
- May 24, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Experience
advisory or business consulting capacity to such organisations or in the regulation of such
institutions.
Regulation - experience in FRTB and CRDIV or Economic Capital requirements
Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.
- Demonstrable, relevant experience in Financial Services, either as part of an institution; in an
advisory or business consulting capacity to such organisations or in the regulation of such
institutions.
- Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
- Professional Qualification e.g. CQF / CFA / FRM / PRM
- Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
- Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
- Good working knowledge of Derivative Pricing, Market Risk and CVA & Financial Services
Regulation - experience in FRTB and CRDIV or Economic Capital requirements
- Modelling background, including experience in model development and model validation of
Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.
- Demonstrable experience of comparing and contrasting observed Market or Counterparty Risk activities against a framework of good practice.
- Strong experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
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