Quant & Data Science

Quant Analyst - Market Risk - Investment Banking

Quant Analyst - Market Risk - Investment Banking

  • Location

    London

  • Sector:

    Quant & Data Science

  • Job type:

    Contract

  • Salary:

    £1200 - £1300 per day

  • Contact:

    Holly Horton

  • Contact email:

    hhorton@vertuspartners.com

  • Job ref:

    QA/MR/IB_1672824026

  • Published:

    about 1 month ago

  • Expiry date:

    2023-02-03

  • Startdate:

    ASAP

  • Consultant:

    ConsultantDrop

Quant Analyst - Market Risk - Investment Banking - £1300 Umbrella

Our client, a London based Investment Bank are currently looking to hire an experienced Quant Analyst to work within Market Risk.

You will be responsible for leading the reviews and validation of changes/enhancements to the VaR and Pricing models as well as perform independent validation of methodologies proposed by the model owners.

This is a great opportunity to also gain exposure to other areas of risk including Credit.

Key requirements:

  • Strong academic background with a Degree in a Quantitative based subject
  • Experience of Market Risk model design and Statistical modelling techniques
  • Experience building validation models
  • Knowledge of Monte Carlo, time series analysis, statistical analysis, derivatives pricing models, Gaussian copulas and dependency structures
  • Knowledge of programming with Python, R or C++

This role requires 1 day a week in the office.