Quant Analyst, Market Risk Models (Java), VP, Large Hedge Fund, London Quant Analyst, Market Risk Models (Java), VP,  …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 14 Apr 21
Total up to £250k + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 14 Apr 21
Total up to £250k + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York. Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR. You’ll work closely with the Risk Management team to define & implement solutions and also interact with Quants & Quant Devs who build pricing and analytics capabilities. Programming in Java is required but they also have C# & Scala modules.

Market Risk Analysis - Models & Tools, VaR, Derivatives, Java, SQL

ESSENTIAL:

  • 5 yrs+ in a related financial area, e.g. market risk, derivatives pricing/analytics or market data
  • Worked on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
  • Several years experience of Java
  • Experience of Databases, SQL, with great data analysis skills
  • Strong verbal and written communication skills
  • Masters degree in a technical discipline

DESIRABLE:

  • Some experience with AWS, CI/CD, Docker, Kubernetes

 

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