Quantitative Analyst – Market Risk (IRC Modelling) – Investment Bank – Up to £800 daily recruitment
A leading investment bank (London City based) are looking for an expert Quantitative Risk Analyst to work on a project within their Market Risk Quant team. The main focus of the project is to develop from scratch and implement Incremental Risk Charge (IRC) models using C++. You will be working with a Quant Developer to aid you with the implementation and integration of the models into the quant library. This is a 6 month rolling contract paying up to £800 per day. The role is based in London City. Essential skills: – Extensive experience developing Market Risk (VaR, IRC etc) models from Read more […]
February 23, 2012
• Tags: Investment Bank, Market Risk (IRC Modelling), Quantitative Analyst, Risk Management careers in the UK, Up to £800 daily recruitment • Posted in: Financial • Comments Off on Quantitative Analyst – Market Risk (IRC Modelling) – Investment Bank – Up to £800 daily recruitment