Quantitative Analyst AVP/VP – Market Risk, Options, VaR and derivatives – Successful global team, prestigious company – London recruitment

As far as risk roles go, the position is as far aligned with the Front Office as can be. Each analyst will be aligned to a particular business area (Equities, Fixed Income etc) to provide quant support as identified by the business Manager for that area.

Responsibilities include:
• Identifying sources of market risk for the products traded and the strategies used to do so
• Developing and monitoring the VaR model
• Supporting the formulation of the Economic Risk Capital (ERC) model
• Working close to the Model Validation team to make sure calculations are befitting
• Working close to the Data team and the Strategic Change team to ensure both historical data and any methodology changes are appropriately managed

The ideal candidate will have a first degree in maths, physics, stats etc and a suitably matched MSc/PhD. 

The succesful candidate could come from a Front Office team, looking to move into a more stable team/career. Whilst experience with VaR is preffered, strong quantitative skills are more important as well as good communication skills.

Ideal attributes:
• Good understanding of financial mathematics
• Fundamental knowledge of options
• A good mathematical background; stats, time series and/or probability theory would be advantageous.
• The ability to explain complicated concepts clearly and concisely.
• Fundamental knowledge of VaR
• Good knowledge of Greeks

This is a fantastic opportunity as my client is looking for people with varied levels of experience. The position the successful candidate(s) will enter will be appropriate to their background and the level and nature of training will be specific to their needs.
If you would like to work in an exciting role within a very successful team hand-in-hand with the Front Office then this opportunity is the perfect chance for you to do so.

My client also has numerous model validation, risk reporting and structured credit positions should you be more suited.

If you would be interested in discussing this brilliant opportunity then please send an up to date CV to Sammy; s.khelil@westbourne-partners.com

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