Quantitative Risk Role - Investment Bank c.£45-65k

Quantitative Risk Role - Tier 1 Investment Bank c.£45-65k base

Due to increased demand, and multiple high profile risk projects within the business my client, a top tier Investment Bank, is seeking high calibre quantitative risk analysts to join an elite team of Market / Credit Risk BAs to be highly influential in the improvement of strategic risk platforms in London.

Demonstrating your technical expertise within risk management, quantitative risk calculation systems across Market and Credit Risk you will face of with the business and have high visibility with senior stakeholders analysing, identifying and translating technical risk business requirements to IT. VaR knowledge and a solid understanding of PFE as calculated by a monte carlo platform is essential as you will define business requirements and be involved in the prototyping using SQL VBA and R.

Candidate requirement:

-Top class academic background in numerate subject: Mathematics, Computer Science, Engineering
-Prior experience within Risk Management or Product Control within an Investment Bank / Trading environment
-Strong VBA, SQL, R
-Consulting / BA experience preferable

If you feel that you meet this criteria please send through your up to date CV for consideration and call Matt Cvijan on 0207 469 5055.
To find out more about Huxley Associates, please visit www.huxley.com