Quantitative Business Analyst recruitment
The team provides analysis, testing and support for risk management systems across credit derivatives, equity derivatives, EM, FX derivatives and IRD. It is engaged is a multi year build of a new cross asset risk system. Initially focussing on the Credit Derivatives business,you will work with the front office to analyse requirements and advise on strategy for the development, testing and implementation of the new risk system. For example you will,
- Work with development team to deliver the strategic solution
- Explain/resolve any unexpected behaviour. It is not necessary to be a “hard core” quant, but you should have an extremely good intuitive understanding of the key concepts of trade valuation, risk and PL, and be willing to drill down into valuation problems to a very detailed level
- Design an appropriate testing strategy so that we have full confidence in the risk numbers at an early stage without having to wait for all development work to complete
To be successful in this role you will need to demonstrate
- Excellent numerical skills and very detailed understanding of at least one class of financial product. Numerate degree or ability to analyze quantitative problems are essential.
- Experience of designing, supporting and enhancing a derivatives risk management system.
- Good Excel skills.
- A highly detail-oriented approach to assessing business requirements. Able to document open questions, issues and coordinate resolution with users.
This role is a senior AVP and has very a strong career track. Please email Graham.Barber@dcm-select.com for further details.
April 23, 2012
• Tags: Information Technology careers in the UK, Quantitative Business Analyst recruitment • Posted in: Financial