Quantitative Market Risk Analyst

Recruiter
B&FS Risk
Location
London, United Kingdom
Salary
50000-80000
Posted
30 Nov 2022
Closes
15 Dec 2022
Ref
4664489
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsiblities:
  • The business lines that are covered include Equities, Commodities, Interest Rate, Foreign Exchange, Emerging Markets and Credit trading desks.
  • Help develop, mobilise and monitor a centralised market risk process.
  • Be the single point of contact for reviewing the hierarchy of P&L effect.
  • Involvement in the technical implementation of a variety of market risk projects such as VaR Changes, FRTB or P&L Explain.

Skills Required:
  • Masters Degree in Financial Mathematics, Financial Engineering, Physics, Economics or Mathematics
  • Excellent analytical skills; qualitative and quantitative
  • Strong hands on IT skills; VBA / Python / MATLAB / R
  • Good understanding of Financial Markets
  • Excellent communication skills and the ability to challenge senior management
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