Twenty Financial Services are currently recruiting for a Quantitative Risk Analyst for a leading Financial Services Firm in London.
The role will be focusing on providing quantitative risk analysis and model development for new products in the Interest Rates workstream.
- Development and enhancement of risk management models
- Development of pricing models and curves
- Enhancement and maintenance of the risk analytics library
- Analysis of quantitative risk issues
- Model validation of risk analytics and pricing models
- Improvement of risk management through application of advanced quantitative methods
- New products - research and development
- Analysis of margining methodologies
- Provision of quant expertise on ad hoc internal and external projects
- Degree in a quantitative discipline
- Programming skills in R, Python or C++
- Experience in developing quantitative models is essential and development of pricing models is highly desirable
- Knowledge of Interest Rates is essential ; other asset class knowledge is highly desirable
- Excellent financial markets experience, preferably from a risk management and quantitative background within an Investment Bank