Market Risk Quantitative Analyst (£45-60k basic)

  • GBP45000 - GBP60000 per annum + bonus + benefits + Healthcare, Pension
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Taylor Root
  • 13 Apr 18 2018-04-13

My client, a reputable consultancy firm is looking for Market Risk Quantitative Analyst to join their Quantitative Advisory team based in London.

My client, a reputable consultancy firm is looking for Market Risk Quantitative Analyst to join their Quantitative Advisory team based in London.

Responsibilities:

  • Participate in and lead in Quantitative Risk engagements with a Market Risk focus and FRTB projects
  • Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
  • Assist in preparing reports and project plans that will be delivered to clients and other parties
  • Develop and maintain productive working relationships with client personnel
  • Build strong internal relationships within Advisory and across other services

Requirements:

  • Minimum 3 years relevant market risk quantitative analyst and VaR model development experience
  • Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions
  • Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements
  • Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used
  • Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
  • Confident and credible communicator with good technical knowledge and commercial understanding
  • Project management and strong report writing skills
  • Experience in stakeholder and client management
  • Ability to drive business development and contribute to the growth of the company

Please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.