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Quantitative Analyst - Market Risk

IBAM Consulting
London, United Kingdom
Up to £850 per day
Closing date
Apr 19, 2023

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Quantitative Analyst needed to join a Market Risk unit, with technology, front office quant and risk methodology experience. You will focus on the development and implementation of models for Market Risk and Capital calculation, such as Fundamental Review of the Trading Book (FRTB), Value-at-Risk (VaR), Stress Testing and Economic Capital. There will also be work to enhance an existing front office pricing and risk management system.

Hybrid working arrangement. Excellent opportunity to enhance your skills and work directly with desk heads, product owners, and risk managers.

What your role will involve
  • Working on regulatory / modelling challenges across various aspects of traded risk
  • Working with front office, risk and IT teams to support quantitative modelling
  • Participate in Quantitative Risk and Assurance on pricing and risk modelling for market risk
  • Project-based work as needed from senior stakeholders

Ideal skills and attributes for the role
  • Strong academic background in mathematics / statistics / engineering
  • Sound knowledge of stochastic processes and a passion for statistical and numerical techniques
  • Experience in programming languages such as Python, SQL, Excel
  • Experience in Investment Banking is a must-have
  • Strong experience in financial instruments

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