Quantitative Risk Analyst - Finance - Contract - London
A Major Financial services Group is seeking a Quantitative Analyst to join their London team which is responsible for developing and implementing risk model changes to accommodate for new products on a clearing platform. You will be involved in enhancing the existing risk model; recommend methodology changes based on quantitative analysis; write business requirements and design corresponding unit test cases for the risk changes.
- Enhancing the existing risk model using Excel VBA
- Develop quickly and reliably prototypes to assess the behaviour of a new methodology on a range of sample portfolios and recommend changes
- Write business requirement documents which specify the changes to be brought to the risk calculations, accompanied by a suite of relevant test cases
Key skills and experience:-
- Developed, enhanced or implemented risk model changes
- Experience in a risk management environment in a modelling role
- Advanced Excel user / VBA Macros and good knowledge of R
- Exposure to object programming such a C++ or Java
- Knowledge of financial products pricing (knowledge of Credit derivatives would be appreciated)
- Excellent knowledge of Credit derivatives would fast track you through this process
For more information apply with an updated CV today!