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 Read more […]
January 13, 2012
• Tags: Credit and Hybrids recruitment, FX, Quantitative VaR Analyst – IR, Risk Management careers in the UK • Posted in: Financial • Comments Off on Quantitative VaR Analyst – IR, FX, Credit and Hybrids recruitment