VaR Modelling – Market Risk Quant – London recruitment

The position:

Development of Market Risk measurement methodologies (e.g. VaR and stress testing) and where applicable, development of infrastructure used to compute these metrics
Research and propose methodology enhancements arising from regulatory developments, new product coverage and to improve current methodologies.
Maintenance of current VaR models and testing and implementation of methodology enhancements.
Provide quantitative and theoretical support to other team members

Your background:

2-5 years of Finance/Banking experience, including in depth knowledge of VaR and stress testing models and a sound practical understanding of market risk methodologies, and experience of derivative pricing across multiple asset classes
A higher qualification in a quantitative discipline such as Applied Mathematics, Finance etc .
Strong skills in the use of relevant programming tools (C++, Visual Studio, VB.net, Excel VBA)?
Excellent written and oral communication skills – in particular, an ability to communicate complex technical ideas to a diverse audience.
Flexibility – willingness to take on a variety of tasks and "get hands dirty."

How to apply:

Submit CV in first instance, but to talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:

Email: simon@its-city.com

Direct Line: +44 (0) 203 283 4095

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