Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Market Risk Quantitative Analyst

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Quant Analyst -Market RiskA financial client I am working closely with are urgently seeking for a Model Risk Quant to work remotelyMarket Risk models - VAR, IMA.Market Risk models - IRC.The particular focus is around VAR/ IMA and IRC. The candidate will be responsible for capturing key risks, analysis of historical data, multi-curve analysis and will have worked as either a front office or market risk quant previously.Requirements:

  • Experience of building and validating market risk models
  • Strong experience of either VAR/ IMA and/ or IRC is essential
  • Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products.
  • Ability to understand historical market risk data.
  • Strong documentation skills are important due to the regulator requirements on reporting.
  • Candidates would be expected to hold at least an MSc in a numerate discipline.
  • Strong VBA is essential, C++ or R would be an added benefit. The majority of technical work is completed in VBA, no library integration.
  • Strong statistical analysis
  • Product knowledge or Rates or Credit.
Interviews are being arranged ASAPPlease click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specificto the vendor set-up you have chosen and your placement.To find out more about Huxley, please visit www.huxley.com Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

APPLY NOW

Market Risk Quantitative Analyst Related Jobs

© 2019 Naukrijobs All Rights Reserved