• competitive + bonus GBP
  • London, England, United Kingdom
  • Permanent, Full time
  • RiskTech Financial Services
  • 2018-09-21

Director/ Senior level Quantitative Risk Development/Modeller is wanted for a global investment firm. This individual will join the market and counterparty risk modeling team and will be working in the risk function in the renowned industry leading quantitative team with overall responsibility for market, liquidity and counterparty credit risk methods. You will also be working very closely with the front office team.

Director/ Senior Quantitative Analyst – Market and Counterparty Risk Modelling

Director/ Senior level Quantitative Analyst (C# or any Object-oriented languages) wanted for an investment firm to work within the market and counterparty risk modeling team. You will be working in the risk function in the quantitative modeling team with overall responsibility for market, liquidity and counterparty credit risk methods.

This is an opportunity to contribute to the development of the bank’s advanced internal models (in both market and counterparty risk spaces) not just– model validation.  You will remain at the forefront of latest market developments (e.g. FRTB, AI), and encouraged to participate in industry forums where possible. It is a great role that gives you full autonomy and working closely in the FO function.

Experience:

  • C# or any object orientated languages
  • Risk development
  • Research, design, and prototype risk models, with the aim to accurately capture market or counterparty risks, considering stakeholder interests, regulatory constraints and any potential deficiencies exposed by quality assurance processes
  • Developing model improvements
  • Leading research projects and presenting analysis

Location:  London

Salary: £Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)208 012 8204 or shanaz.rob@risktechfs.com for more details

 

 

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