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Market Risk Quantitative Analyst

Huxley UK
London, United Kingdom
Closing date
Feb 9, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Quant Analyst -Market Risk - Risk Methodology

A financial client I am working closely with are urgently seeking for a Model Risk Quant to work remotely

Market Risk models - VAR, IMA.

Market Risk models - IRC.

The particular focus is around VAR/ IMA and IRC. The candidate will be responsible for capturing key risks, analysis of historical data, multi-curve analysis and will have worked as either a front office or market risk quant previously.

  • Experience of building and validating market risk models
  • Strong experience of either VAR/ IMA and/ or IRC is essential
  • Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products.
  • Ability to understand historical market risk data.
  • Strong documentation skills are important due to the regulator requirements on reporting.
  • Candidates would be expected to hold at least an MSc in a numerate discipline.
  • Strong VBA is essential, C++ or R would be an added benefit. The majority of technical work is completed in VBA, no library integration.
  • Strong statistical analysis
  • Product knowledge or Rates or Credit.

Interviews are being arranged ASAP

Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

To find out more about Huxley, please visit

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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