Quantitative Market Risk Analyst – Hedge Fund / Investment Bank – London recruitment
Quant Market Risk Analyst – Investment Bank – LondonMy client is a Tier 1 Investment Bank who is looking to further build out their Quantitative Market Risk group in London.The successful candidate will be working as a Quantitative Analyst within Front Office Market Risk, dealing with Risk Methodology and Risk Modelling and Measurements.The successful candidates will need to have excellent mathematics skills (gained from a Masters or PhD level education), broad knowledge of general Market Risk (VaR, Greeks, Risk not in VaR, Options Pricing etc.).Candidates will need to have a minimum of 4 years Read more […]
Quantitative Market Risk Analyst – New York City Bank recruitment
You will join a quantitative Market Risk group to develop risk methodologies including sophisticated quantitative methodologies to measure risk exposures, Value-at-Risk model, stress testing methods, etc. Important focus on satisfying requirements of BASEL II, IAS, FAS, and other regulatory frameworks. You must have a strong understanding of front office quantitative models and be able to assess of the risk structure affects the price. Strong communication skills are important to discuss complex quant matters with risk managers, traders and business heads.Skills: Strong background in quantitative Read more […]