A global leading bank is looking for a front office quantitative analyst to joing their quantitative modelling team to carry out quantitative analysis of their existing market risk models, suggesting changes in their risk methods and systems across all asset classes in the context of FRTB.
The role:
- Will be investigating and analysing current markt risk models.
- Will be designing, developing and test coding changes required to implement the risk methods in the risk systems.
- Will be assessing models backed up by statistical tests.
Ideal candidate:
- Strong academic background.
- Knowledge of C# (C++ acceptable).
- Experience in the market risk area.
- Knowledge of price modelling, reviewing models.
- 4+ years’ experience in the quantitative area.
- Knowledge of FRTB (bonus).
If you are interested in this role please apply below or contact me for more information.
