Quantitative Analyst – Market Risk / VAR

  • Salary:£600 - £850
  • Location:London, England, United Kingdom
  • Job Type:Contract, Full time
  • Company:Alexander Ash Consulting
  • Posted on:14 Feb 18

My client, a Tier 1 Bank is looking for a number of Quantitative Analysts to join on a contract basis. Market Risk / VAR / Model Validation

Quantitative Analyst – Market Risk / VAR

 

My client, a Tier 1 Bank is looking for a number of Quantitative Analysts to join on a contract basis.

 


Responsibilities:

  • Model Validation on VaR/sVaR
  • Maintain and developing the internal library
  • Validation of risk models

Requirements:

  • PhD in a quantitative subject would be beneficial.
  • Previous experience Market Risk