Quantitative Risk Developer recruitment
About the company
Our client is a leading buy-side firm
Job description
Our client is looking for a Quantitative Risk Developer who will be responsible for the risk proxy process and quantitative risk analysis pertaining to quantitative risk management.
The incumbent will be responsible for the development and support of risk proxies and is expected to conduct incremental risk contribution analysis, quantitative risk analysis, backtesting and stress testing as part of the investment decision process.
The ideal incumbent will possess:
• A Masters/PhD in a quantitative field
• Good knowledge of investment risk principles and VaR methodologies
• Development experience and programming skills with Excel, VBA, Matlab and SQL
• Strong communication/relationship management skills (the ability to liaise effectively with senior stakeholders throughout the business is essential)
What's on offer
A competitive package for the ideal candidate