Quantitative Risk Analyst (Contract)
A leading global financial services firm in London is currently recruiting for Quantitative Risk Analyst to join their team. You will be responsible for maintaining and updating the models managed and developed by the Quant Risk team for the wider Risk Department and reviewing and improving the existing risk/pricing models.
You will have recent advanced level Python coding experience, advanced risk model development and validation experience, including VaR and strong financial mathematics and derivatives knowledge.
Please submit your CV for consideration.
We established ourselves in 2011, right after the financial crises, owing to the competition in the market, we tried hard to differentiate ourselves. We decided utilise our combined experience to build a people focused agency with the aim of providing quality service to both clients and candidates, hence, #succeedingtogether.
The name Paritas was chosen as it comes from the Latin word, Pariter, which translates to together. We strongly believe success comes when both parties work together openly and transparently. We have established a reputation for working closely with both clients and candidates, using our significant market knowledge to fully understand the need, before providing a tailored solution. Whether you’re a candidate looking for a new challenge and a move up the ladder, or if you’re a client seeking the right candidate for a vacancy, we can deliver.
Moreover, the senior team with over decades of experience personally train each and every new member of the Paritas family. We believe in passing on what we have learnt and add value to all our stakeholders. We thoroughly enjoy what we do and take great satisfaction in helping people. Our coverage ranges from the newly qualified to regional director level across Europe.