Quantitative Analyst - Market Risk
- Employer
- IBAM Consulting
- Location
- London, United Kingdom
- Salary
- Up to £850 per day
- Closing date
- Apr 19, 2023
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Quantitative Analyst needed to join a Market Risk unit, with technology, front office quant and risk methodology experience. You will focus on the development and implementation of models for Market Risk and Capital calculation, such as Fundamental Review of the Trading Book (FRTB), Value-at-Risk (VaR), Stress Testing and Economic Capital. There will also be work to enhance an existing front office pricing and risk management system.
Hybrid working arrangement. Excellent opportunity to enhance your skills and work directly with desk heads, product owners, and risk managers.
What your role will involve
Ideal skills and attributes for the role
Hybrid working arrangement. Excellent opportunity to enhance your skills and work directly with desk heads, product owners, and risk managers.
What your role will involve
- Working on regulatory / modelling challenges across various aspects of traded risk
- Working with front office, risk and IT teams to support quantitative modelling
- Participate in Quantitative Risk and Assurance on pricing and risk modelling for market risk
- Project-based work as needed from senior stakeholders
Ideal skills and attributes for the role
- Strong academic background in mathematics / statistics / engineering
- Sound knowledge of stochastic processes and a passion for statistical and numerical techniques
- Experience in programming languages such as Python, SQL, Excel
- Experience in Investment Banking is a must-have
- Strong experience in financial instruments
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