Twenty Financial Services are currently recruiting for a Quantitative Risk Analyst for a leading Financial Services Institution based in London.
The role, sitting within the FX team, will involve developing models for risk management, quantitative analysis and new product development and research.
Development of models and applications for risk management
Development and testing of pricing models and curves
Development of risk analytics library and the maintenance of this
Quantitative analysis for both internal and external projects
Improvement of quantitative risk management methods
New products research and development
Assessment of existing and proposed margining methods
Quantitative degree such as financial engineering, mathematics, economics, physics etc.
Programming skills: C++, R, Python, VBA, SQL
Ability to collaborate and work well within a team
Good communication skills