A top tier bank is looking for a market risk quantitative analyst to join their quantitative modelling team.
Role:
- Research, design and prototype risk models
- Help design, develop, and test code changes required to implement the risk methods within their library
- Making changes to existing models such as credit Var model
Ideal candidate:
- Strong knowledge of credit products
- Previous experience designing and the implementation of quantitative models using C# or C++
- Good understanding of regulatory frameworks such as FRTB
- Previous experience within Market Risk/Counterparty risk
- Obtains a Masters or a Ph.D.
If you are interested in this role please apply below or contact me for more information.
