Quant Risk Associate/Manager

  • Salary: Competetive
  • Location: London, England, United Kingdom
  • Job Type: Full time
  • Company: JCW Search

One of my clients, a Global Financial Institution, are looking to expand their industry-leading Quantitative Risk Management team and are seeking Associates and Managers to join them in their London office You will be responsible for developing Risk/Pricing Models, evaluating counterparty exposures. This will be covering all models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Capital, and also developing Portfolio Analytics tools.

The Role

  • Improving existing risk models alongside designing new models across a variety of asset classes
  • Ensure risk mitigation measures and models are up to an industry-leading standard through conducting empirical studies
  • Discuss the above with board level committee
  • Those with management experience will be leading a team for a specific asset class

The Successful Candidate

  • Masters or PhD in Finance, Economics, Computer Science, Financial Engineering or a quantitative field with strong analytics
  • Experience in designing and implementing pricing complex derivatives and advanced statistical analysis on risk factors
  • Experience of risk models including VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models is preferred
  • C++ essential. C#, R, VBA, SQL advantageous
  • Any experience in Credit or Interest Rates would be beneficial
  • Team management essential for those interested in manager grade
  • Risk Management, Regulatory Compliance & Audit Recruitment
  • Visit us at our website www.jcwresourcing.com