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Quantitative Risk Analyst: Rates - Financial Services - London

Job Title: Quantitative Risk Analyst: Rates - Financial Services - London
Contract Type: Permanent
Location: City of London, London
Industry:
Salary: £55000 - £70000 per annum
Reference: BBBH18574_1526978395
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: May 22, 2018 09:39

Job Description

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.

Responsibilities

  • 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

Skills

  • 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