Market Risk Quant/Cross Asset
Supporting the expansion of an exceptional team, this is a market facing role based in London and is a fantastic opportunity to work with high profile clients around the globe in a number of industries.
Opportunity
This team advises Asset Managers, Investment Banks, Insurers and a broad range of market driven enterprises on best practice in Risk and Regulatory management. Specialising in transforming, integrating and improving the risk management of top financial services clients.
This team is undergoing significant growth and is looking to add multiple experienced individuals. You will probably already be familiar with banks regulations and able to perform a variety of risk tests at your current organisation and will have a strong Quant background.
Responsibilities
- Perform back testing and analysis and other statistical tests as well as perform Quantitative User Acceptance Tests for VaR pricing models.
- Review and Test pricing models.
- Analyse movements and drivers of VaR, Stressed VaR at product level and portfolio.
Experience and Qualifications
Candidates should ideally possess at least 3 years experience in a Risk Management/Consulting role and possess the following:
You will need to have a broad perspective of potential issues encountered when managing diverse teams and the strategies to overcome them as well as;
- A degree or post grad in a Quantitative discipline, MORSE, Maths,Economics/Econometrics, CQF, CFA, PRIMA, FRM...
- Very strong modelling skills, VBA, Matlab, C++...etc
- Strong understanding of Risk Measurement frameworks (particularly VaR).
- Market risk, portfolio management, correlation modelling
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