Market Risk Quantitative Analyst

London, England, United Kingdom

Work with Risk Analytics/Quant modeling teams in delivering various analytical projects

  • Modelling of Market Risk models across risk types and various asset classes
  • Validate models in accordance with model risk management
  • Work on market risk model building/prototyping, enabling a clear understanding of the skills required for regulatory risk calculations viz. VaR, SVaR, IRC models.
  • Perform ad-hoc quantitative modeling assignments


  • 2-5 years (across levels) of relevant risk analytics/quantitative analytics experience
  • PhD or Post-Graduate Degree in Business/ Statistics/ Mathematics/ Economics/ other quantitative disciplines would be preferred.
  • Understanding of approaches to calculate market risk for various traded instruments
  • Previous experience of developing VaR risk factor and portfolio back-testing / performance monitoring tools.
  • Programming skills: VBA, with knowledge of any other object oriented language preferred (C++, Python)