London based Investment Bank | Senior Quantitative Risk Analyst recruitment
My client is searching for an exceptional individual to come on board and join their thriving Quantitative Market Risk team. The successful candidate will have a great deal of responsibility from day one and should be able to make an immediate contribution. The group are planning to expand the team further through the year, so there will be great opportunities to progress and move up through the team quickly. This role will require a high level of mathematical finance ability including the validation of complex derivative pricing models and needs a highly experienced individual. Therefore compensation levels are known to be very competitive for the right candidate.
Requirements:
-Candidate will be analysing and benchmarking some of the most complex and exotic models.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Extensive VaR Modelling, you would be working across the asset classes
-Developing risk management tools, including enhancing existing models and designing and implementing new models.
- Assist in identifying financial risk issues and providing solutions
-Library maintenance of models to support enterprise wide risk management.
The successful candidate would ideally have:
-PhD Mathematics/Physics/Statistics or other related quantitative subject.
- Must have experience of VaR modelling
-Those with strong Programming skills will be at an advantage e.g. C++, C#, Java etc.
-Strong knowledge of using VBA and Excel (which is heavily used).
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
To apply or for more information please contact quantexotic@selbyjennings.com
+44 207 019 4137, www.selbyjennings.com
Key words:
Model Validation; Quantitative Analyst; Derivatives; Exotics; Foreign Exchange; XA; Interest Rates; Equity; Commodity; Derivatives; Vanilla; Trading; Traders; London; Risk; Risk modelling; VaR.