Market Risk Quantitative Analyst

Londres, Angleterre, Royaume-Uni

My client, a top tier investment bank is looking for a Market Risk Quantitative Analyst to join their team.

Job Responsibilities:

  • Development and enhancement of market risk models (VaR, Stressed VaR, IRC, CRM and RNIV) to ensure ongoing appropriateness. 
  • Involvement in key deliverables, both for internal and external requirements. 
  • Regulatory related analysis on Market Risk Models: VaR, Stressed VaR, IRC, CRM and RNIV. 
  • Input into the Model Validation process. 
  • Ongoing monitoring and evaluation of market risk models including backtesting, RNIV framework etc. 
  • Involvement in analysis and interpretation of key regulatory requirements. 

Requirements:

  • An excellent academic background, including an advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering. 
  • Up-to-date working knowledge of regulatory requirements and change, specifically those emanating from Basel and European regulatory authorities including PRA. 
  • Demonstrable experience in delivering enhancements to risk models. 
  • Good knowledge of financial products is essential, including an understanding of risk representations (including greeks) and a solid understanding of risk management concepts such as VaR and Stressed VaR.

Please send your CV to phoebe.cheung@eamesconsulting.com