Contract market Risk Methodologies Equities recruitment
The client is seeking candidate with a solid knowledge of market risk methodologies experience and excellent knowledge of the equities space.
The role will involve:
-Working closely with senior risk managers and quant analysts to ensure all relevant market risks for the traded product range are supported by the front-office risk management systems and captured within the VaR model
-Ensure consistency and stability of risk outputs from front-office systems
-Provide subject matter expertise to various quant, support and IT teams, in ensuring successful implementation of new and improved risk measures, VaR methodologies and other projects
If you have good knowledge of equities with experience in methodology improvement/ risk infrastructure from a market risk background please send your CV to me directly at emma.finch@bruinfinancial.com