Quant Risk Analyst
Responsibilities will include validating and assessing the model risk on a variety of pricing, risk measurement and balance sheet models.
The Successful candidate will have the following:
- Advanced quantitative degree such as MSc or PhD in Mathematics, Finance, Physics, Econometrics or Engineering.
- At least 5 years of financial modelling experience.
- Knowledge of some or all of the following topics: Swap and Option Pricing, Curve Construction, Credit Derivatives, Credit Valuation Adjustment, Value at Risk, Stress Testing, and Balance Sheet Models.
- Programming ability in VBA, and/or MATLAB and C++.
- An ability to prioritise tasks and to work to tight deadlines.
- Excellent written and verbal communication skills.
The ability to prioritise tasks and to communicate effectively are equally as important as quantitative skills.
The 5 years expereince is a "nice-to-have" but our Client is prepared to consider exceptional graduate candidates.
For a Private Confidential conversation, and to obtain a full job spec, please contact David Worrell at 01-8746770 or dworrell@paragonexecutive.com
Leave a Reply
You must be logged in to post a comment.