Description
Senior Quantitative Analyst
Senior Quant Analyst required to join the Risk Modelling team for market, liquidity and Counterparty credit Risk methods.
As part of the response to FRTB, this contract role is available for a senior candidate to ensure existing Credit VaR models function under FRTB and carry out quantitative analysis of potential market risk model changes deemed necessary for the new regulation.
The successful candidate will have a Masters as a minimum in mathematics, physics or quantitative finance. Proven experience in a risk modelling capacity, asset simulation and stochastic models is a must.
£pd
Please contact me for more details.