Market Risk Quant

  • £60,000 - £65,000
  • London, England, United Kingdom
  • Permanent, Full time
  • LMA
  • 09 Dec 17 2017-12-09

An excellent opportunity has arisen at a leading bank in the city for a Market Risk Quant who can code in Python to join the team.

The team are responsible for the definition of methodologies for the market risk metrics and in particular VaR, monitoring the market risk platform and adhering to the regulatory requirements.

It is essential that you have strong academic background, previous Market Risk Quant experience and can code in Python.

This team have a strong track record of internal mobility opportunities and excellent career development possibilities.

In return they are offering a starting salary ranging between £60,000 - £65,000 plus bonus and benefits.