Tier 1 Investment Bank requires experienced Market Risk Quant recruitment

Leading Tier 1 investment bank is looking for an experienced Market Risk Quant to join their Front Office team on a 4-month contract – highly competitive day-rates are one offer for the right candidate.

Montash Associates has been retained by a Tier 1 Investment Bank, to find an experienced Market Risk Quantitative Analyst to join their New York Risk Analytics team on a 4-month contract.

The risk analytics team is responsible for providing oversight of policies, procedures and standards concerning the development, implementation and control of market risks. The position will work closely with front office desks, understanding and analysing the quantitative risks that are being taken. In joining this growing team, the successful candidate will also be responsible for developing tools, stress testing analysis and VaR computation as well as reviewing and developing existing models.

The team are looking for an experienced Market Risk Quant that has good knowledge of financial products and has demonstrated ‘hands-on’ involvement in developing quantitative risk models and implementing methodology for risk frameworks.

The ideal candidate will have:

-          2+ years’ experience within Market Risk

-          Degree in a quantitative subject, i.e. Maths, Physics, Electrical Engineering etc

-          Strong analytical skills

-          Good understanding of financial instruments, valuation methodologies and risk analysis

-          Proficiency in C++

In return, my client is willing to offer very competitive day-rates for the right person.

To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

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