Quant Analyst - Market Risk (multiple hires)

Employer
Goodman Masson
Location
London, United Kingdom
Salary
Competitive Salary
Posted
May 02, 2021
Closes
May 11, 2021
Ref
2023358530
Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Level of qualification
CIMA, Newly qualified, Qualified

Experience

  • Demonstrable, relevant experience in Financial Services, either as part of an institution; in an

advisory or business consulting capacity to such organisations or in the regulation of such

institutions.

  • Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Professional Qualification e.g. CQF / CFA / FRM / PRM
  • Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Good working knowledge of Derivative Pricing, Market Risk and CVA & Financial Services

Regulation - experience in FRTB and CRDIV or Economic Capital requirements

  • Modelling background, including experience in model development and model validation of

Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.

  • Demonstrable experience of comparing and contrasting observed Market or Counterparty Risk activities against a framework of good practice.
  • Strong experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET

Similar jobs

Similar jobs