Quantitative Risk Analyst – Commodity Trading
A London based commodity trading firm is currently recruiting for a Quant Risk Analyst to join their team. You will be responsible for developing, implementing, and maintaining quantitative measures such as VaR, Stress Test and Capital models to assess firm’s market risk. You must have recent financial derivatives exposure, including exotic products, have strong quantitative risk experience and advanced level Python coding skills.
A PhD in in a quantitative discipline would be advantageous but is not essential.
Please submit your CV for consideration.
We established ourselves in 2011, right after the financial crises, owing to the competition in the market, we tried hard to differentiate ourselves. We decided utilise our combined experience to build a people focused agency with the aim of providing quality service to both clients and candidates, hence, #succeedingtogether.
The name Paritas was chosen as it comes from the Latin word, Pariter, which translates to together. We strongly believe success comes when both parties work together openly and transparently. We have established a reputation for working closely with both clients and candidates, using our significant market knowledge to fully understand the need, before providing a tailored solution. Whether you’re a candidate looking for a new challenge and a move up the ladder, or if you’re a client seeking the right candidate for a vacancy, we can deliver.
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