Risk Analyst recruitment

Description

The Market Risk department consists of multiple teams and members analyzing different aspects of market risk of Trading desks. Products include Interest Rates, Equities, Structured Credit Products, FX, Commodities, High Yield, High Grade, ECP and Distressed Debt.

Responsibilities:  

• Mathematical analysis of front office valuation and risk models.

• Product analysis: Identifying the primary risks associated with complex derivative products and their suitability for being risk managed in specific models.

• Independent model implementation in the departmental quant library with C++

Qualifications

• 1-2 years' experience in either BGM or HJM models

• Rates model related experience strongly recommended.

• PhD Degree level education, in a quantitative discipline (Math, Physics, Actuarial Science, Finance) strongly preferred or a First Class MSc Degree in Financial Mathematics or equivalent 

• Experience of working in a bank environment would be an advantage but not a pre-requisite.

• Knowledge of Stochastic Calculus, PDE's, Probability Theory, Derivative Pricing Theory and Interest Rate/Hybrid Models

• Ability to learn new theory and stay ahead of current developments in the field

• Hands on approach vital, with excellent communication and team skills.

• Ability to build strong relationships with business partners such as Quants, Traders, Middle Office and Finance