MRG VaR Reviews

  • Location: London, England, United Kingdom
  • Salary: Negotiable
  • Job Type: Full time

Quantitative Analytics

MRG VaR Reviews

Profile for VaR resources - 12 months
Qualifications, skills and experience:

· Relevant experience in quantitative research, model development or model validation of capital or derivative pricing models in a financial institution.
· IT skills required (python preferable) for independent benchmarking and running of production models, as well as data extraction/manipulation
· PhD or MS degree in a quantitative areas (Math Finance, Statistics, Applied Math, Physics, Computer Science, Engineering or similar).
· Good command of statistics and some experience with econometric analysis of time series.
· Excellent analytical and problem solving abilities.
· Deep understanding of financial mathematics and risk-neutral pricing.
· Inquisitive nature, ability to ask right questions and escalate issues.
· Risk & Control mindset.
· Excellent communication skills (written and verbal).
. Team work oriented.

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

London, England, United Kingdom London England GB