Quant Analyst

  • GBP750 per day
  • London, England, United Kingdom
  • Temporary, Full time
  • Randstad Financial & Professional
  • 22 Sep 16

My client is a well established Investment Bank based in Canary Wharf.

My client is a well established Investment Bank based in Canary Wharf. The Bank is currently going through a growth phase within their Risk function. At present they have a vacancy for a Quant Analyst to join their team. The role will sit in the Banks Market Risk Economic Risk Capital Methodology team which is part of the Market and Liquidity Risk Management function. The team is responsible for developing the methodologies for the market risk components of the bank's Economic Capital model and is accountable for:

- Creating ERC models which captures all market risks across the entire business
- Making sure that the models adhere to internal and external expectation
- Implementing the model in IT systems
- Describing and documenting the model following internal and external standards
- Establishing policies and processes covering risks attached to the model

The successful candidate will have experience of the below:
- At least 8+ years of experience in quantitative market risk measurement within an investment bank or other financial institution
- Previous VaR and Economic Capital experience
- Previous experience in leading methodology development projects and supervising quantitative analysts would be an advantage
- The candidate should have a degree in mathematics, physics, econometrics, statistics or engineering
- A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003