Quantitative Analyst – Market Risk (IRC Modelling) – Investment Bank – Up to £800 daily recruitment
A leading investment bank (London City based) are looking for an expert Quantitative Risk Analyst to work on a project within their Market Risk Quant team.
The main focus of the project is to develop from scratch and implement Incremental Risk Charge (IRC) models using C++. You will be working with a Quant Developer to aid you with the implementation and integration of the models into the quant library.
This is a 6 month rolling contract paying up to £800 per day. The role is based in London City.
Essential skills:
- Extensive experience developing Market Risk (VaR, IRC etc) models from scratch
- Strong C++ skills
- MSc or above in a mathematical disciple
Nice to have:
- Experience of building Incremental Risk Charge (IRC) models
- Excel/VBA programming
If you would like to apply for this position please send me an up to date cv through the link on this page or call Oliver Fawke on 0207 398 3600.