Front Office Market Risk - Tier One Investment Bank

Front Office Market Risk Analyst - Emerging Markets The role sits on the Emerging Markets trading floor and will give you exposure to three separate asset classes. Candidates require: + An outstanding academic record (MSc or PhD from a Top University) + Up to two years exposure to a market risk role. Candidates will be expected to be able to risk factors to VaR and stress. + Strong VBA skills + Excellent communication skills. VaR Methodology AVP - Quantitative Analyst The role sits in the Front Office and offers candidates the chance to work across asset class on developing and implementing models within the QA library. Candidates require: + An outstanding academic record (MSc or PhD from a Top University) + At least four years experience at an international investment bank in a VaR Methodology/Model Validation/FO Quant role. Candidates will be expected to contribute to risk methodology discussions in relation to VaR and CVA. + Strong C++ + Excellent communication skills. If either of these could be of interest, please provide your most up to date CV and I'll be in touch as soon as I can. To find out more about Huxley Associates, please visit www.huxley.com