Quant Analyst - Market Risk (multiple hires) Quant Analyst - Market Risk (multiple hires) …

Goodman Masson
in London, United Kingdom
Permanent, Full time
Last application, 24 Oct 20
GBP50000 - GBP90000 per annum
Goodman Masson
in London, United Kingdom
Permanent, Full time
Last application, 24 Oct 20
GBP50000 - GBP90000 per annum
Duties * Participate in Quantitative Risk and Assurance engagements * Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress * Assist in preparing reports and schedules that will be delivered to clients and other parties * Develop and maintain productive working relationships with client personnel

Experience

  • Demonstrable, relevant experience in Financial Services, either as part of an institution; in an

advisory or business consulting capacity to such organisations or in the regulation of such

institutions.

  • Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Professional Qualification e.g. CQF / CFA / FRM / PRM
  • Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Good working knowledge of Derivative Pricing, Market Risk and CVA & Financial Services

Regulation - experience in FRTB and CRDIV or Economic Capital requirements

  • Modelling background, including experience in model development and model validation of

Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.

  • Demonstrable experience of comparing and contrasting observed Market or Counterparty Risk activities against a framework of good practice.
  • Strong experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET

Company Overview

With a team of over 200 and growing every day, Goodman Masson is one of London’s specialist Finance and Technology recruitment businesses. Voted ‘Best Recruitment Company to Work For’ in 2018, our passion for what we do is clear.

Based in London, Düsseldorf and New York, we hold annual revenues exceeding £42 million. This includes Qualified & Part-Qualified / Transactional Finance, Actuarial & Investment Management, Audit, Banking Operations, Compliance & Financial Crime, Front Office, Housing Development, Information & Cyber Security, Technology, Digital & Data, Product Control & Valuations, Projects, Change & Transformation, Risk & Regulation, Tax and Treasury.

We also have a Solutions team who provide RPO, hybrid and volume recruitment services. Alongside this, Goodman Masson have developed an Executive Search team who focus on sourcing C-suite talent to fee earning Legal partners.

 

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