Market Risk Quant Analyst London Investment Bank
Quant Market Risk Analyst - Investment Bank - London
My client is a Tier 1 Investment Bank who is looking to further build out their Quantitative Market Risk group in London.
The successful candidate will be working as a Quantitative Analyst within Front Office Market Risk, dealing with Risk Methodology and Risk Modelling and Measurements.
The successful candidates will need to have excellent mathematics skills (gained from a Masters or PhD level education), broad knowledge of general Market Risk (VaR, Greeks, Risk not in VaR, Options Pricing etc.).
Candidates will need to have a minimum of 4 years experience in any of the following backgrounds:
- Quantitative Research with an emphasis on Options pricing and mathematical measurements
- Snr Market Risk Analysis roles that have had a Quantitative edge to them
- Traded Credit experience (or other Fixed Income product) - a good expeirence with CVA
- Correlation Trading Market Risk
- A strong Credit Risk background / Counterparty involvement.
Any of the above experiences would be considered.
If you are interested in discussing further, please send through an up to date CV detailing availability and salary expectations to Jamie Peters at j.peters@westbourne-partners.com
Key skills - Market Risk Quantitative Quant CVA Credit Market Risk Quantitative Quant CVA Credit Market Risk Quantitative Quant CVA Credit