AVP Quantitative Analyst - Investment Banking

AVP QUANTITATIVE ANALYST - CREDIT RISK - VBA - INVESTMENT BANKING
6 months - Canary Wharf, London

OVERALL OBJECTIVE
- Development and implementation of quantitative methodologies to be used for market risk measurement
- To define and implement tactical revised methodology for all material non-modellable risk factors.
- Develop prototype standard rules capital calculation (sensitivity based approach) at group and trading desk levels.

RESPONSIBILITIES
- Development and implementation of quantitative methodologies to be used for market risk measurement
- To define and implement tactical revised methodology for all material non-modellable risk factors.
- Develop prototype standard rules capital calculation (sensitivity based approach) at group and trading desk levels.

SKILLS AND EXPERIENCE

The candidate should have at least a first degree qualification in mathematics/statistics, physics, engineering or finance/econometrics and good skills with:
1. Mathematics and programming
2. Financial products, including financial derivatives, market risk.
3. Microsoft Excel/VBA
4. Written and verbal communication.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.