Market Risk Analyst - Quantitative/technical

  • Negotiable
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Taylor Root
  • 16 Jul 18 2018-07-16

My client, a reputable financial services institution based in London is looking for a permanent technical Market Risk Analyst. This will be an ideal role for someone with a strong Market Risk technical or quantitative background. You will be working across rates, FX, equities products.

My client, a reputable financial services institution based in London is looking for a permanent technical Market Risk Analyst. This will be an ideal role for someone with a strong Market Risk technical or quantitative background. You will be working across rates, FX, equities products.

Responsibility:

  • Margin Models/Pricing Models/Back Testing & Performance
  • Default Funds - Stress Testing/ Default Funds - Sizing and allocation
  • Exposure Management/ Default Management
  • Risk Change
  • Projects & Systems
  • BAU Reporting
  • New Product Approval (NPA)
  • Regulatory Radar/ Operational Risk/ Compliance & Internal Audit

Requirements:

  • Minimum Master Degree in quantitative finance, mathematics, economics or science-related disciplines
  • 1-3 years experience in a quantitative or technical market risk analyst role
  • Good product knowledge in cross asset class (ideally Rates, Forex)
  • Very strong knowledge in market risk, VaR calculation, time series, RNiV, Expected short fall, option pricing
  • Proficiency with R/Python or C++

Please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.