Market Risk Quant - Financial Services // London //Contract
A Global Tier 1 Investment Bank is seeking a Market Risk Quant to join their London team where you will be responsible for enhancing current models for resilience relating to collateral and liquidity, Haircuts, and Default management, building modelling tools and delivering solutions.
- Enhancing and stabilising current models that have been built using R Studio. Enhancing controls in relation to limit capacity optimisation, liquidity optimisation, Eligibility and Concentration Risk.
- Acting as the central point of contact with the Business Risk Technology Innovation team
- Applying best practices to the Models that have been built including error handling, documentation, design practices and others
- Designing data tables in Mongo DB and their API into R Shiny
- Acting as central point of contact between IT/App Support teams and business with relation to key data requirements.
- Responsible for UAT of new intra-day feeds from IT systems.
- Advanced Coding skills required In R
- Advanced Excel and VBA Skills
- Knowledge of Mongo DB
- Bloomberg + Reuters data manipulation
- Excellent team working skills
- Preferable to have some knowledge of Risk and Liquidity
- Ability to understand complex issues and contribute to strategic debate
- Problem solving skills who must be willing to get into the technical details
Please do call or drop me an email if of interest on 02031894298 or at