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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
and proxy methodology. Youll act as the SMEliaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. Youll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe. Key requirements / skills include: - Strongbackground working as a Quant in Equity Risk - Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting) - Understanding ofequity pricing models and exotic equity derivative products. - SQL and Python skills This is a critical role so if the rate isnt within your range, please apply anyway and we can discuss your requirements. If youre an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.