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Quant Risk Analyst - London
Eingestellt von Kite Consulting Group Limited
Gesuchte Skills: Vba
Projektbeschreibung
You will be working in a small team assisting the development and implementation of risk model changes, enhancing the clearing house's existing risk model including developing in-house tools and performing ad-hoc quantitative analysis on specific features of the model.
RESPONSIBILITIES
Responsibilities will include but not be limited to:
- Perform ad-hoc quantitative analysis on specific features/assumptions of the existing risk model (using notions such as autocorrelation, PCA, statistical tests, etc).
- Recommend changes in methodology based on the results of the quantitative analysis performed
- Produce small test cases and corresponding expected values using the tools developed during the analysis to cover the most remote cases of the risk model.
REQUIREMENTS
The ideal candidate will have the following:
- Master's degree (or equivalent) of a mathematical bias.
- Quantitative experience in a risk management environment within an investment bank or similar
- Knowledge of financial products pricing, knowledge of CDS would be appreciated.
- Knowledge of C++ pricing, excel and VBA.
This is an exciting opportunity to demonstrate your quantitative modelling capabilities within a prestigious organisation.
If you possess the relevant experience and would like to receive more information about the role please apply within.
Quant Risk Analyst - London
KITE CONSULTING GROUP IS THE UK'S LEADING TRADE PROCESSING RECRUITMENT BUSINESS. AS RECRUITMENT PARTNER EXCLUSIVELY TO LEADING CLEARING, EXCHANGE AND TRADING INFRASTRUCTURE BUSINESSES ACROSS EUROPE WE HAVE A DEEP AND FOCUSED KNOWLEDGE OF OUR SPECIALIST BUSINESS AREAS AND ARE RECOGNISED LEADERS IN OUR FIELD. FOR MORE INFORMATION PLEASE VISIT OUR WEBSITE.
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
Six month Rolling Contract
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung