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.