A well known large financial institution is looking for a Quant Risk Analyst to join their team in the City of London.
Responsibilities:
- Work on extracting, manipulating and loading data in the newly built data storage
- Building libraries in R
- Enhancing and stabilising current models that have been built using R Studio. Enhancing controls in relation to limit capacity optimisation, liquidity optimisation, Eligibility and Concentration Risk
Ideal Candidate:
- Advanced Coding skills required In R (coding from scratch not using packages)
- Advanced Excel and VBA Skills
- Quantitative analytics/data science background
- Knowledge and experience within Market/Liquidity Risk
- Financial services background
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.
