AVP Quantitative Analyst - CCR/MRM
- 60,000 - 80,000
- London, England, United Kingdom
- Permanent, Full time
- B&FS Risk
- 13 Feb 19
My client are a Tier 1 Investment Bank based in London. This opportunity sits within the Global Risk Analytics function of the business which covers Counterparty Credit Risk, SIMM and Market Risk Methodology. They are only considering strong Quant professionals who have solid experience in Counterparty Credit Risk, Market Risk Methodology or Middle office risk. You must have strong proficiency in Python programming.
- Execution of SIMM Backtesting
- Maintaining Python code and make changes based on model enhancement.
- Investigating exceptions in SIMM
- Solid work experience in a Quant role specifically within Counterparty Credit Risk, Middle office Risk or Market Risk)
- MSc/PhD in a numerical degree
- Strong Programming skills in Python
- Expertise in SQL
Please only apply if you fit the requirements above.
Get in touch: firstname.lastname@example.org