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Market Risk Quantitative Consultant - Banking - London

Job Title: Market Risk Quantitative Consultant - Banking - London
Contract Type: Contract
Location: London, England
Industry: financial services
Salary: £650 - £700 per day
Start Date: ASAP
REF: BBBH22618_1572380054
Contact Name: Maria Marcello
Job Published: 15 days ago

Job Description

Twenty Financial Services are currently recruiting for a Market Risk Quantitative Consultant position for a Global Investment bank located in London.

Responsibilities

  • Support analysis of FRTB advanced method
  • Support and maintain all models in relation to VaR and sVaR
  • Support capital estimates of the NMRF and ES component
  • Set out methodology documents for FRTB ES & SES methods for FRTB Other quantitative tasks and analysis as required to support project

Requirements

  • Previous experience working within quantitative analytics focusing on all VaR or sVaR related models
  • Extensive knowledge on financial markets and Market Risk asset classes (FX, Equities, Interest Rates, Credit, inflation)
  • Experience in a role within the risk space
  • Experience in using VBA and Python

This is an urgent requirement, so if you feel like is the right opportunity for you, please reach out to Maria Marcello at Twenty Recruitment