Market Risk Quant Analyst, Canary Wharf, 6 Months

London  ‐ Onsite
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Keywords

Description

I have an exciting opportunity for an Investment Banking Market Risk Quant Analyst to join a Major Tier One Investment Banking on an initial 6 month contract.

Brief Job Description
I am looking for Market Risk Quant Analyst who is adept at delivering high quality analysis under pressure with strong knowledge in statistics, derivative pricing and market risk measures, the ideal candidate will have experience in VAR or stressed VAR. you will have experience with scenario testing, and IR or FX derivatives product knowledge

All Skills need to be CLEARLY VISIBLE within your CV/Application:
*Looking for minimum MSc in engineering or applied mathematics
*Experience in IB Market Risk
*Strong IR and/or FX derivatives product knowledge
*Strong quantitative knowledge in statistics, derivative pricing and market risk measures
*Good understanding in regulatory scenario testing
*Strong excel skills

If you wish to apply for the above position, please call me or email

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.

Start date
ASAP
Duration
6 months
From
Hyphen
Published at
24.07.2014
Project ID:
747234
Contract type
Freelance
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