Tier One Investment Bank - Quantitative Risk Openings
London, England, United Kingdom
My client, a leading Investment Bank, currently has a number of openings across their department for talented quantitative analytics or technical risk analysts to get involved in some of the highest profile initiatives taking place in quantitative finance at the moment.
They are currently in the process of adjusting their infrastructure across both Market and Counterparty Risk and are looking for talented individuals with quantitative knowledge of the following topics:
- VaR Methodology
- Incremental Risk Charge Methodology
- Expected Shortfall
- Exposure Methodology
- Market Risk C++ Development
- Python Development
- Quantitative Devlopment in either C++ or Python
Candidates with previous experience in the following will be prioritised, but candidates with a strong academic profiles and risk experience will also be considered.
Candidates should have:
- At least an MSc from a top university (Straight PhD's will also be considered).
- Strong fundemental knowledge of market or counterparty risk.
- Knowledge of object orientated programming (C++ and Python preferred)
- Exceptional communication skills.
If you're interested in hearing more about the roles, or would just like a more general conversation about your next move, please provide your most up to date CV and I'll be in touch.