Quant Market Risk Analyst

My client is looking for Quants to join a team of 23 people ideally from a PHD/DPHIL background in a numerate/quantitative subject. The team has horizontal reporting lines and each analyst is assigned to a different asset class

Candidates should be proficient with C++ - but not as an absolute pre-requisite. Candidates should have GOOD STATS SKILLS (TIME SERIES & PROBABILITY THEORY) - Strong product knowledge in one, or, more business areas is also important.

Candidates are expected to have a good working knowledge of FINANCIAL MATHEMATICS and the underlying risk around trades and DERIVATIVE INSTRUMENTS .

The team is responsible for the development and specification of the quantitative methodologies and models used for measuring market risk, including (VaR).

The ideal candidate will have worked with (or at least a fundamental knowledge of) VAR as well as experience in OPTIONS, PRICING and work EXPERIENCE IN EITHER A FO OR MO QUANT ANALYST ROLE .Working knowledge of Basel/VaR/Greeks/stress-tests would be very beneficial..

The successful candidate will WORK ALONGSIDE FRONT OFFICE DESK QUANTS, DEVELOPERS AND TRADERS as well as liaising with Risk analysis/modelling teams and developers. The team essentially sits on the border between FO and MO.

For more information please contact me via phone or by email