Quantitative Risk Analyst – Director – Cross Asset recruitment
You will join the first team of its kind to merge all aspects of quantitative risk management methodology into a single perspective. You will be working on a broad range of projects across counterparty and market quantitative risk. The team employ a matrixed project style allowing for a range of duties and the opportunity to negotiate your own product exposure (Rates, Credit, Hybrids, Exotics, FX and Equities).
You would work with IT to ensure correct implementation of the new models while also facing off to the traders and risk managers providing them with quantitative support.
The ideal candidate will enjoy hands-on project leads; though not have any short term aspirations to a BAU/ fixed management role.
Core requirements;
Academic level to PhD or DEA
Extensive experience developing Quantitative Risk models
Strong communicator – able to work with external stakeholders and clients to the group
Software development skills