Quantitative Analyst AVP/VP – Market Risk, Options, VaR and derivatives – Successful global team, prestigious company – London recruitment
As far as risk roles go, the position is as far aligned with the Front Office as can be. Each analyst will be aligned to a particular business area (Equities, Fixed Income etc) to provide quant support as identified by the business Manager for that area. Responsibilities include: • Identifying sources of market risk for the products traded and the strategies used to do so • Developing and monitoring the VaR model • Supporting the formulation of the Economic Risk Capital (ERC) model • Working close to the Model Validation team to make sure calculations are befitting • Working close to Read more […]
November 3, 2008
• Tags: London recruitment, Market Risk, Options, prestigious company, Quantitative Analyst AVP, Risk Management careers in the UK, Successful global team, VaR and derivatives, VP • Posted in: Financial • Comments Off on Quantitative Analyst AVP/VP – Market Risk, Options, VaR and derivatives – Successful global team, prestigious company – London recruitment