URGENT
This bank's European HQ are in London and is active throughout the international capital markets, focussing on debt, equity, derivatives structured products. The team are looking for a candidate with a solid mix of Risk + Quant skills.
Needed: solid understanding of VaR and risk models and how they change when new products are added, curves change etc. IRC modelling and derivative pricing.
Key Responsibilities:
- Assisting with risk model development and maintenance
- Develop and implement various risk architecture for the bank
- Supporting new products ensuring risks are accurately captured.
- Resolving quantitative issues as they arise
Skills Experience:
- Very good quantitative skills and strong academic background
- Experience in a quantitative risk related role
- Understanding market
- Good understanding and experience of derivative pricing/systems
- Excellent Excel VBA preferable
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