Leading Tier One Investment Bank is looking for a Senior Market Risk Quant to join their team at Director Level – Up to £130k + package recruitment

Montash Associates has been retained by a Tier 1 Investment Bank, to find an experienced Market Risk Quant to join their hugely successful Market Risk Analytics team.

The successful candidate will lead a group of quants in the research, development and implementation of market and credit risk models and applications. Main responsibilities include managing the daily risk across all trading operations, including settting up the risk management framework for VaR under Basel II and Basel III framework. This will involve a continuous oversight of positions taken by front office desks, understanding the relevant regulatory rules and analysing the quantitative risks that are being taken.

The team are looking for an experienced Market Risk Quant that has excellent knowledge of financial products and has demonstrated ‘hands-on’ involvement in developing quantitative risk models.

The ideal candidate will have:

-          5+ year’s experience within Market Risk

-          Degree in a quantitative subject, preferably at postgraduate level

-          Strong analytical and programming skills, proficient knowledge of VBA diserable.

-          Very good understanding of valuation methodologies and risk analysis

-          Broad knowledge of asset classes

In return, my client is willing to offer an excellent compensation package.  Successful candidates will come in at Director Level and will have a base salary in the upwards region of £130k, with a market leading bonus on top.

To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunites please call me for a confidential discussion: 0207 749 60 66.

Key words: risk, quant, quantitative, analytic, market risk, VAR, credit, CVA, equity, equities, derivatives, front office, fx, forex, foreign exchange, rates, fixed income, FICC, c++, c#, VB, VBA, risk, quant, quantitative, analytic, market risk, VAR, credit, CVA, equity, equities, derivatives, front office, fx, forex, foreign exchange, rates, fixed income, FICC, c++, c#, VB, VBA, risk, quant, quantitative, analytic, market risk, VAR, credit, CVA, equity, equities, derivatives, front office, fx, forex, foreign exchange, rates, fixed income, FICC, c++, c#, VB, VBA,