Quant Analyst - Market Risk (multiple hires)

Goodman Masson
London, United Kingdom
GBP50000 - GBP90000 per annum
May 02, 2021
May 24, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
  • Demonstrable, relevant experience in Financial Services, either as part of an institution; in an

advisory or business consulting capacity to such organisations or in the regulation of such

  • Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Professional Qualification e.g. CQF / CFA / FRM / PRM
  • Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Good working knowledge of Derivative Pricing, Market Risk and CVA & Financial Services

Regulation - experience in FRTB and CRDIV or Economic Capital requirements
  • Modelling background, including experience in model development and model validation of

Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.
  • Demonstrable experience of comparing and contrasting observed Market or Counterparty Risk activities against a framework of good practice.
  • Strong experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET

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