Quants / Risk Quants

The Role

Develop models related to:

-Pricing,

-Value-at-Risk,

-Stress Testing,

-Liquidity Regulatory Capital

- Also developing tools for Portfolio Analytics

Perform back testing and statistical analysis required to ensure the adequacy of margin coverage and justify other model assumptions.

Enhance existing risk models as well as designs/prototype new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity etc)

The Candidate

MSc / PhD in a quantitative discipline

Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)

Previous experience developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR,

Experience in probability theory, stochastic processes, and have experience providing theoretical justifications of Risk Models they have developed.

Programming languages also required (C++, MatLab etc)

If you would like more information, please contact Kate Winthorpe on 0203 141 8014 or e-mail risk.emea@gqrgm.com

VISIT US | www.gqrgm.com 

 

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

 

LONDON | 0203.141.8014

Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT

 

LOS ANGELES | 1.310.807.5025

10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT

 

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

 

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

 

GQR Global Markets

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