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Quantitative Risk Analyst (Rates) - Financial Services - London

Job Title: Quantitative Risk Analyst (Rates) - Financial Services - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £75000.00 - £90000.00 per annum
Reference: BBBH20902_1556271723
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: April 26, 2019 10:42

Job Description

Twenty Financial Services are currently searching for a Quantitative Risk Analyst for a global Financial Services business based in London. The position will focus on validating fixed income and rates derivatives pricing models.

Responsibilities:

  • Validation of derivatives pricing models with a specific focus on fixed income and interest rate products
  • Validation of market risk and counterparty credit risk exposure models
  • Develop challenger models and create independent testing
  • Assist with model risk control and governance

Skills required:

  • MSc or PhD in quantitative subject
  • Strong experience within a quantitative or market risk position focussed on interest rate products
  • Ideally worked with rates pricing models and curve construction
  • Experience with Python or R would be desirable but other advanced programming languages such as C++ and Matlab will be considered