Senior Quantitative Risk Analyst
- GBP60000 - GBP100000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Aston Carter Ltd
- 24 Sep 17 2017-09-24
A senior Quantitative Analyst role within a specialist investment investment bank and asset manager, very broad remit of cross asset class model development for pricing and market risk.
Quant, Quantitative Analyst, Quantitative, Stochastic, VAR, FRTB, Pricing, Model, Modelling, Validation, VBA, C++, trade, traded, trading book
My Client is a specialist investment bank and asset manager who are currently building out their cross asset quantitative model development team, this is due to the recent expansion of their portfolio's coupled with regulatory initiatives primarily focused on FRTB.
They are looking to take on board Senior Quantitative Analysts to participate in the development of Stochastic Pricing and VAR modelling across several asset portfolios, as well as lead regulatory projects within the first 6 - 12 months.
Due to the above remit this can be considered a great opportunity for those looking to occupy a broad range of responsibility in comparison to other organisations, in addition to working in a non-siloed environment the successful candidate would have the opportunity to manage relationships from front to back office and with senior stakeholders at the Director level and below.
- Minimum of 3 years experience in a quantitative market risk or pricing function
- Demonstrable knowledge of one of the following programs: C++, C#, VBA
- A minimum of a Masters degree in a mathematical subject: maths, physics, engineering etc.
- Demonstrable knowledge of pricing and stochastic modelling, or market risk modelling- ideally VAR
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice http://www.allegisgroup.com/Privacy/Default.aspx). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.