A Quantitative Risk Associate is sought by a leading City-based financial services organisation to join their Quantitative Risk Management team. This group operates within the Equity and Fixed Income markets providing new methodology and first line risk models as well as constantly ensuring the existing models are of the highest calibre in order to ensure the highest quality of risk and default management. This team uses cutting edge technology such as Machine Learning to implement and support the clearing services. You will work directly with both the business and Quantitative Risk Management teams to develop and deliver analytics services, with a focus on Modelling, Testing Frameworks (stress testing/back testing) and portfolio management tools (risk reports/collateral/margin adequacy).
To be successful you will meet the following requirements:
This is an exciting opportunity to join a front office focused Quantitative Risk Management team with excellent scope to progress and high visibility across multiple asset classes.