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.