This job has expired

You will need to login before you can apply for a job.

Quantitative Analyst - Market Risk

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

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert