A well known financial firm is looking for a Quantitative Risk Business Analyst to join their team in London.
It primarily involves examining and revising the methodology in relation to the introduction of new products in order to cover market and product-specific risks. The Analyst will build or enhance existing risk models which will then be approved by internal governance and external regulators, prior to being implemented by individuals in the team.
Required skills and experience:
- Master's degree (or equivalent) of a computer science or mathematical bias;
- Experience in a risk management environment within an investment bank or similar;
- Advanced Excel user / VBA Macros, good knowledge of R;
- Knowledge of Credit products (CDS and Credit Index options);
- Excellent analytical, numerical and problem solving skills, with good attention to details.
Eames Consulting is acting as an Employment Business in relation to this vacancy.