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Job Overview

Market Risk Quant Analyst

Location: London Salary: £800-1000
Type: Contract Start Date:
Posted: 3 months ago Contact: Stuart Beekmeyer

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 stuart.beekmeyer@eamesconsulting.com