Senior Risk Multi-Asset Quant
- Candidate will be analysing and benchmarking some of the most complex and exotic models.
- VBA Programming skills
- Stress testing current models and identifying any potential risks that might affect the trading products.
- You will be working across the asset classes, VaR. Modelling
- Developing risk management tools, including enhancing existing models and designing and implementing new models.
- Assist in identifying financial risk issues and providing solutions
- Library maintenance of models to support enterprise wide risk management.
- PhD Mathematics-Physics-Statistics or other related quantitative subject.
- Must have experience of VaR. modelling
- Knowledge of programming skills would be an advantage e.g. C++, C#, Java etc.
- Strong knowledge of using VBA and Excel (which is heavily used).
- Strong analytical skills.
- Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
A leading banking organisation
85,000-100,000 Basic + 25-40% bonus
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13253609
Michael Page International is a world leading recruitment consultancy.
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