Quantitative Risk Analyst - Finance - Contract - London

Job Title: Quantitative Risk Analyst - Finance - Contract - London
Contract Type: Contract
Location: England, England
Salary: £650 - £700 per day
Reference: BBBH18763_1533282893
Contact Name: Jack Antcliffe
Contact Email:
Job Published: August 03, 2018 08:54

Job Description

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.

Key responsibilities:-

  • 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

Preferable experience:-

  • 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!