Quantitative Analyst

A leading investment bank is looking for a Quantitative Analyst to be based in their office in Manchester. As Quant Analyst you will be providing analytical and execution support in the development, implementation and maintenance of Basel II compliant quantitative risk measurement. The successful candidate will be responsible for supporting the ERA team in execution, maintenance and validation of models for quantifying various risk types(such as operational risk, credit risk, market risk and interest rate risk) inherit in the company's business activities and processes.

The Ideal candidate will have:

- At least 3 years of commercial/academic experience in complex quantitative modelling
- 5+ years' experience in quantitative analysis. Prior credit risk modelling experience preferred
- At least 3 years of experience in numerical analysis and computational methods using programming languages(such as C/C++, C#, Java, FORTRAN, MATLAB, SAS) and mathematical/statistical software packages
- Experience in ranging risk types such as Market Risk Var, Credit Risk AIRB, Operational Risk, Credit Concentration Risk and Interest Rate Risk
- Must have a Master's Degree (eg mathematics, physics, statistics or engineering)
- Strong MATLAB and VBA experience will put you in automatic contention for being shortlisted