Quantitative Analyst, Market Risk, Methodologies, Canary Wharf

Quantitative Analyst, Market Risk, Methodologies, Canary Wharf 6 months

Tier One Investment Bank is looking to appoint a Quantitative Analyst to join their Market Risk Team to work on an equities methodology role. Canary Wharf, 6 months

Description:
The main responsibilities of this role are working together with other team members on equities market risk methodology projects.
More specifically, the responsibilities include
-Involve developing and backtesting the equities VaR models;
-Collaborate closely with the Model Validation group on different VaR methodology validation projects
-Collaborate closely with the market risk data team to ensure that the historical data used in calculations are appropriate.
-Collaborate closely with the change teams, to ensure that any changes to methodology are appropriately project-managed for implementation.
-Ensure that all risk models are adequately documented for both internal and external (eg regulatory) purposes

All Skills need to be CLEARLY VISIBLE within your CV/Application:
-Excellent academics in Analytical subject
-Excellent Experience with Market Risk and its methodologies
-Experience within an Investment Bank or Tier One Financial Services sector
-Experience in Quantitative Risk Management

If you wish to apply for the above position, please call me or email.

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly. Adecco is an employment consultancy and operates as an equal opportunities employer.

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

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