Quantitative Risk Analyst – ALM – Market/Liquidity Risk recruitment
The Quant Risk Analyst will need at least 5 years experience in ALM, Product development, product control or structuring. Must understand instruments for Hedging and be able to construct hedges.
Ability to price interest rate swaps, caps, floors and Swaptions.
Good understanding of pipeline risk and option adjusted spread methodologies, VaR, NII simulation, Market Value and application of stochastic processes.
Excellent Communication skills and Leadership abilities are also a must.
The role will involve developing modelling capabilities and quantification of market risk and liquidity risk, identifying contractual terms and conditions for each product. Model design across the Division must be robust, consistent and offer improved capability over current systems.
This is a varied and demanding role that will require you to translate complex models for non experts and influencing senior personnel on Quantitative issues.
Please contact Dean Looney at MC Partners for more information.