FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

Market Risk Quant

My client is looking to hire a senior quant analyst/financial risk officers to be a part of FRTB program. Which will involve challenging development of model process, reviewing the methodology/technical documentation reviews as well be involved in system integration testing (for the implementation of a new risk calc engine) The role will involve working in various departments, focusing on Equity and/or Commodity derivatives.

JOB TEXT

Senior Quant Risk Analyst

My client is looking to hire a senior quant analyst/financial risk officers to be a part of FRTB program. Which will involve challenging development of model process, reviewing the methodology/technical documentation reviews as well be involved in system integration testing (for the implementation of a new risk calc engine) The role will involve working in various departments, focusing on Equity and/or Commodity derivatives.

The role will involve:

  • Market risk model validation (Methodological features, Market risk governance).
  • Development of replicating models.
  • Market pricing for capital markets business units and divisions.
  • Regulatory work (EMIR, FRTB).
  • Supervisory recommendations.
  • Knowledge of Murex, Algo, Matlab, C++, SAS (Basic, Stat, Enterprise Miner) & R.

The right candidate will:

  • The new risk system implementation.
  • MI documentation.
  • Support IT team.
  • Stress testing scenarios.
  • Development of risk framework.
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  • Negotiable
  • London, England, United Kingdom
  • Contract, Full time
  • Charles Levick
  • 19 Feb 18