£1200 - £1300 per day
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.
- 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.