My client are a consultancy based in London who hold a great reputation across Financial Services and the banking world. They are partnered up with various Investment and Corporate banks working on exciting projects related to Market Risk FRTB, Pricing Model Validation, Counterparty Credit Risk Modelling, IBOR Transitioning etc. They have a highly skilled team of Quants responsible for validating and developing models. They are looking for multiple Market Risk Quants to join them.
- To Develop, Validate and implement Market Risk Models for Investment & Corporate Banks
- Developing models including VaR Backtesting & models related to FRTB,
- Provide solutions and support in relation to FRTB
- MSc/PhD in a numerical subject related to Quantitative Finance (Financial Maths, Physics, statistics or similar)
- Programming experience in C++, Python, C#, R or Matlab (any is fine)
- Experience in a Market Risk Quant role or Counterparty Credit or pricing model Validation role...or a similar Risk Quant role.