Quantitative VaR Analyst – IR, FX, Credit and Hybrids recruitment
You will interact frequently with senior members of the team whilst working on improvements for the Risk methodologies of the bank. Duties will include:
Analysing existing VaR models and providing group-wide recommendations
Working with senior management and trading teams to implement front office risk methods
Assisting in the development of other market risk systems
Quantitative testing of models
Interacting with regulatory departments to ensure adherence
Suitable candidates will come from the following backgrounds:
Strong knowledge of derivatives, ideally interest rates
MSc in a highly quantitative subject (PhD or DEA would be preferable)
Proven background in developing or validating market risk models (Market Risk Management, Model Validation or Risk Methodologies would be suitable)
Exceptional communication skills and the ability to work across various departments
An understanding of regulatory frameworks
If interested please reply or alternatively call Khalid Al-Sada for more details on 0207 469 8955