Market Risk Quant
- London, England, United Kingdom
- Contract, Full time
- Charles Levick
- 17 Nov 17 2017-11-17
A leading IB requires a strong market risk quant to join a model development function on an initial contract basis.
My client is a leading risk management consultancy firm, providing management assistance to financial institutions globally. They are urgently looking to hire a Market Risk Consultant, with no less than 3-5 years of consultancy experience, to implement, review and model Incremental Risk Charge models.
* Market Risk model validation.
* Development of pricing tools for different instrumental categories.
* Support to capital markets business units.
* Market pricing for business units and divisions.
Ideal candidate will:
* Have a deep knowledge of statistical software for market risk.
* Advanced programming of VBA & Excel.
* Good knowledge of macro coding.
* Master's Degree in Finance, Financial Engineering or similar.