A well known financial institution is looking for a quant risk analyst to join their team in London.
- Coding and re-factoring risk models
- Building new models in R - strategically connecting it to their database
- Good experience and knowledge of Market and Liquidity risk including VAR, expected shortfall, pricing
- Good experience with data handling
- Must have strong programming skills in R ( C++ and java is advantageous)
Eames Consulting is acting as an Employment Agency in relation to this vacancy.